+132.6%
JPM vs USFR
+21.4%
+111.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +3.4% | +0.4% | +3.1% | +3.1% |
| 3M | -5.7% | +1.0% | -6.7% | -6.4% |
| 6M | +13.5% | +2.0% | +11.5% | +11.8% |
| YTD | +8.4% | +3.4% | +5.0% | +5.5% |
| 1Y | +9.1% | +4.1% | +5.0% | +5.4% |
| 3Y | +149.5% | +14.4% | +135.1% | +132.1% |
| 5Y | +132.6% | +21.4% | +111.2% | +111.9% |
| All | +132.6% | +21.4% | +111.2% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling