+152.5%
JPM vs UL
+19.6%
+132.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -0.4% | -3.2% | +2.8% | +0.2% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | +13.9% | +9.4% | +4.5% | +11.6% |
| 6M | +23.5% | -4.1% | +27.7% | +24.3% |
| YTD | +11.6% | -2.0% | +13.6% | +11.4% |
| 1Y | +21.4% | -9.0% | +30.3% | +23.2% |
| 3Y | +163.4% | +21.8% | +141.6% | +141.4% |
| 5Y | +152.5% | +20.6% | +131.9% | +126.1% |
| All | +152.5% | +19.6% | +132.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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