+481.0%
JPM vs XLB
+165.5%
+315.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.5% | -1.6% | -0.8% | -1.0% |
| 30D | +2.7% | +7.2% | -4.5% | -3.5% |
| 3M | -4.7% | 0.0% | -4.7% | -5.0% |
| 6M | +15.6% | +2.3% | +13.3% | +12.4% |
| YTD | +8.6% | +18.4% | -9.8% | -8.2% |
| 1Y | +10.9% | +23.3% | -12.4% | -9.7% |
| 3Y | +149.9% | +45.2% | +104.7% | +71.5% |
| 5Y | +131.9% | +31.0% | +101.0% | +73.5% |
| 10Y | +481.0% | +168.8% | +312.2% | +107.2% |
| All | +481.0% | +165.5% | +315.6% | +107.2% |
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