+152.8%
JPM vs U
-68.4%
+221.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -0.4% | +4.5% | -4.9% | -0.8% |
| 30D | -1.1% | -0.6% | -0.5% | -1.1% |
| 3M | +14.1% | +48.4% | -34.3% | +10.0% |
| 6M | +23.3% | +115.4% | -92.1% | +14.5% |
| YTD | +11.3% | -3.2% | +14.5% | +9.8% |
| 1Y | +23.0% | -6.0% | +29.0% | +21.0% |
| 3Y | +162.6% | +13.5% | +149.1% | +144.9% |
| 5Y | +152.8% | -68.0% | +220.8% | +138.4% |
| All | +152.8% | -68.4% | +221.1% | +138.4% |
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 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