+585.7%
JPM vs XLB
+162.9%
+422.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.8% |
| 7D | -2.3% | -3.5% | +1.2% | +0.9% |
| 30D | -2.3% | -4.7% | +2.3% | +1.8% |
| 3M | +14.9% | +2.7% | +12.2% | +11.5% |
| 6M | +23.6% | +2.6% | +21.0% | +19.8% |
| YTD | +11.3% | +12.8% | -1.6% | -1.7% |
| 1Y | +19.9% | +14.0% | +5.9% | +4.7% |
| 3Y | +162.6% | +31.5% | +131.1% | +97.5% |
| 5Y | +154.6% | +33.4% | +121.2% | +85.8% |
| All | +585.7% | +162.9% | +422.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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