+16.1%
JPM vs NTRS
+43.5%
-27.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +2.5% |
| 7D | +3.8% | +3.6% | +0.2% | +1.9% |
| 30D | +6.5% | +4.3% | +2.2% | +4.1% |
| 3M | -1.0% | -1.9% | +0.9% | 0.0% |
| 6M | +15.5% | +11.4% | +4.1% | +9.4% |
| YTD | +11.4% | +32.3% | -20.9% | -6.7% |
| 1Y | +16.1% | +42.5% | -26.5% | -7.9% |
| All | +16.1% | +43.5% | -27.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling