+307.4%
JPM vs U
-32.9%
+340.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +1.2% | +24.4% | -23.1% | -0.3% |
| 30D | +2.7% | +7.4% | -4.7% | +2.1% |
| 3M | -4.5% | +16.8% | -21.2% | -5.7% |
| 6M | +14.3% | +78.8% | -64.5% | +9.4% |
| YTD | +8.2% | +14.0% | -5.8% | +5.7% |
| 1Y | +10.0% | +16.7% | -6.7% | +7.1% |
| 3Y | +149.0% | +86.4% | +62.6% | +128.3% |
| 5Y | +131.0% | -71.5% | +202.5% | +107.4% |
| All | +307.4% | -32.9% | +340.3% | +285.4% |
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