+585.7%
JPM vs USFR
+28.0%
+557.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -2.3% | +0.3% | -2.7% | -2.7% |
| 3M | +14.9% | +1.0% | +13.9% | +13.5% |
| 6M | +23.6% | +1.9% | +21.7% | +20.6% |
| YTD | +11.3% | +2.7% | +8.6% | +7.5% |
| 1Y | +19.9% | +4.0% | +15.9% | +13.8% |
| 3Y | +162.6% | +14.1% | +148.5% | +122.1% |
| 5Y | +154.6% | +20.5% | +134.1% | +100.2% |
| All | +585.7% | +28.0% | +557.6% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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