+130.8%
JPM vs U
-69.7%
+200.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.4% | +32.3% | -31.9% | -2.0% |
| 30D | +2.7% | +9.7% | -7.0% | +1.7% |
| 3M | -3.8% | +19.6% | -23.4% | -5.6% |
| 6M | +14.3% | +82.6% | -68.3% | +7.8% |
| YTD | +8.2% | +16.4% | -8.2% | +4.8% |
| 1Y | +11.0% | +28.5% | -17.5% | +6.3% |
| 3Y | +152.7% | +103.8% | +48.9% | +123.2% |
| 5Y | +130.8% | -70.0% | +200.9% | +116.3% |
| All | +130.8% | -69.7% | +200.5% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling