+160.4%
JPM vs NET
+314.6%
-154.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.4% |
| 7D | +3.8% | -16.4% | +20.1% | +5.4% |
| 30D | +6.5% | -25.8% | +32.3% | +9.3% |
| 3M | -1.0% | -11.5% | +10.5% | -0.5% |
| 6M | +15.5% | +18.9% | -3.4% | +11.3% |
| YTD | +11.4% | +35.2% | -23.8% | +4.4% |
| 1Y | +16.1% | +14.5% | +1.6% | +11.4% |
| All | +160.4% | +314.6% | -154.1% | +109.7% |
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