+590.9%
JPM vs NI
+143.3%
+447.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.5% | -1.4% | -1.1% | -1.9% |
| 3M | +14.1% | -10.6% | +24.7% | +19.1% |
| 6M | +25.1% | -9.3% | +34.4% | +29.5% |
| YTD | +12.1% | +1.1% | +11.0% | +10.8% |
| 1Y | +18.8% | +3.4% | +15.4% | +16.1% |
| 3Y | +163.4% | +67.9% | +95.5% | +107.9% |
| 5Y | +156.5% | +98.0% | +58.6% | +85.3% |
| All | +590.9% | +143.3% | +447.6% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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