+11,110.4%
JPM vs NTRS
+7,800.3%
+3,310.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | -0.7% | +1.4% | -2.0% | -1.6% |
| 30D | -2.5% | -0.7% | -1.8% | -2.0% |
| 3M | +14.1% | +11.3% | +2.8% | +5.6% |
| 6M | +25.1% | +35.5% | -10.4% | -0.2% |
| YTD | +12.1% | +40.6% | -28.5% | -13.3% |
| 1Y | +18.8% | +49.2% | -30.4% | -12.2% |
| 3Y | +163.4% | +167.2% | -3.8% | +22.7% |
| 5Y | +156.5% | +94.9% | +61.6% | +42.6% |
| 10Y | +595.1% | +259.5% | +335.6% | +137.5% |
| All | +11,110.4% | +7,800.3% | +3,310.1% | +659.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling