+163.8%
JPM vs NET
+339.9%
-176.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.7% |
| 7D | +0.3% | -7.0% | +7.3% | +1.0% |
| 30D | -0.2% | -4.8% | +4.6% | +0.1% |
| 3M | +15.9% | +3.8% | +12.1% | +14.9% |
| 6M | +20.9% | +50.0% | -29.1% | +13.3% |
| YTD | +12.9% | +41.5% | -28.6% | +5.9% |
| 1Y | +20.3% | +32.8% | -12.5% | +13.4% |
| All | +163.8% | +339.9% | -176.1% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling