+154.6%
JPM vs XME
+167.8%
-13.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +1.0% |
| 7D | -2.3% | -3.0% | +0.7% | -1.3% |
| 30D | -2.3% | -2.6% | +0.3% | -1.7% |
| 3M | +14.9% | +2.2% | +12.7% | +13.2% |
| 6M | +23.6% | +0.7% | +22.9% | +21.5% |
| YTD | +11.3% | +10.9% | +0.4% | +4.6% |
| 1Y | +19.9% | +35.7% | -15.8% | +3.3% |
| 3Y | +162.6% | +127.1% | +35.5% | +81.3% |
| 5Y | +154.6% | +168.5% | -13.8% | +58.6% |
| All | +154.6% | +167.8% | -13.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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