+158.0%
JPM vs NVD
-99.1%
+257.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.1% |
| 7D | -2.3% | +9.0% | -11.4% | -1.8% |
| 30D | -2.3% | -5.5% | +3.1% | -2.5% |
| 3M | +14.9% | -24.6% | +39.5% | +13.4% |
| 6M | +23.6% | -42.1% | +65.7% | +20.4% |
| YTD | +11.3% | -44.3% | +55.6% | +8.5% |
| 1Y | +19.9% | -54.2% | +74.1% | +16.0% |
| 3Y | +162.6% | -99.1% | +261.7% | +119.8% |
| All | +158.0% | -99.1% | +257.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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