+1,423.3%
JPM vs XBI
+921.6%
+501.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | -0.4% | -3.6% | +3.2% | +1.4% |
| 30D | -1.4% | +0.9% | -2.3% | -2.2% |
| 3M | +13.9% | +21.4% | -7.5% | +2.9% |
| 6M | +23.5% | +25.5% | -2.0% | +9.1% |
| YTD | +11.6% | +30.8% | -19.2% | -3.9% |
| 1Y | +21.4% | +68.6% | -47.2% | -8.2% |
| 3Y | +163.4% | +103.9% | +59.5% | +74.6% |
| 5Y | +152.5% | +20.8% | +131.8% | +107.2% |
| 10Y | +592.1% | +164.0% | +428.2% | +205.4% |
| All | +1,423.3% | +921.6% | +501.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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