+320.3%
JPM vs U
-43.3%
+363.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -0.4% | +4.4% | -4.8% | -0.7% |
| 30D | -1.4% | -1.3% | -0.1% | -1.4% |
| 3M | +13.9% | +49.6% | -35.6% | +10.7% |
| 6M | +23.5% | +100.2% | -76.7% | +17.3% |
| YTD | +11.6% | -3.7% | +15.3% | +10.5% |
| 1Y | +21.4% | -6.5% | +27.9% | +19.9% |
| 3Y | +163.4% | +12.9% | +150.5% | +149.5% |
| 5Y | +152.5% | -68.3% | +220.8% | +133.5% |
| All | +320.3% | -43.3% | +363.6% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling