+809.0%
JPM vs USFR
+27.5%
+781.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -0.2% | +0.3% | -0.5% | -0.3% |
| 3M | +15.9% | +1.0% | +14.9% | +15.3% |
| 6M | +20.9% | +1.9% | +19.0% | +19.7% |
| YTD | +12.9% | +2.6% | +10.3% | +11.4% |
| 1Y | +20.3% | +4.0% | +16.3% | +17.8% |
| 3Y | +160.9% | +14.1% | +146.8% | +143.9% |
| 5Y | +154.8% | +20.4% | +134.4% | +131.7% |
| 10Y | +591.1% | +28.0% | +563.1% | +514.1% |
| All | +809.0% | +27.5% | +781.5% | +690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling