+152.5%
JPM vs NTR
+45.7%
+106.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -2.5% | +16.8% | -19.2% | -4.6% |
| 3M | +14.1% | +20.7% | -6.6% | +10.9% |
| 6M | +25.1% | +0.5% | +24.6% | +24.5% |
| YTD | +12.1% | +29.2% | -17.1% | +6.8% |
| 1Y | +18.8% | +39.6% | -20.8% | +11.5% |
| 3Y | +163.4% | +37.9% | +125.5% | +144.6% |
| All | +152.5% | +45.7% | +106.8% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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