+163.4%
JPM vs NTRS
+168.2%
-4.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -0.7% | +1.4% | -2.0% | -1.3% |
| 30D | -2.5% | -0.7% | -1.8% | -2.2% |
| 3M | +14.1% | +11.3% | +2.8% | +8.2% |
| 6M | +25.1% | +35.5% | -10.4% | +7.1% |
| YTD | +12.1% | +40.6% | -28.5% | -5.9% |
| 1Y | +18.8% | +49.2% | -30.4% | -3.3% |
| 3Y | +163.4% | +167.2% | -3.8% | +64.8% |
| All | +163.4% | +168.2% | -4.7% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling