+259.8%
JPM vs NET
+1,449.6%
-1,189.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.8% |
| 7D | +0.3% | -7.0% | +7.3% | +0.8% |
| 30D | -0.2% | -4.8% | +4.6% | +0.1% |
| 3M | +15.9% | +3.8% | +12.1% | +15.2% |
| 6M | +20.9% | +50.0% | -29.1% | +15.8% |
| YTD | +12.9% | +41.5% | -28.6% | +8.2% |
| 1Y | +20.3% | +32.8% | -12.5% | +15.7% |
| 3Y | +160.9% | +335.9% | -174.9% | +125.9% |
| 5Y | +154.8% | +113.8% | +41.0% | +116.9% |
| All | +259.8% | +1,449.6% | -1,189.7% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling