+155.3%
JPM vs NET
+112.9%
+42.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.8% |
| 7D | +0.3% | -7.0% | +7.3% | +0.9% |
| 30D | -0.2% | -4.8% | +4.6% | +0.1% |
| 3M | +15.9% | +3.8% | +12.1% | +15.0% |
| 6M | +20.9% | +50.0% | -29.1% | +14.6% |
| YTD | +12.9% | +41.5% | -28.6% | +7.1% |
| 1Y | +20.3% | +32.8% | -12.5% | +14.6% |
| 3Y | +160.9% | +335.9% | -174.9% | +117.4% |
| All | +155.3% | +112.9% | +42.4% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling