+1,323.2%
JPM vs XME
+170.7%
+1,152.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +3.5% | +0.3% | +3.2% | +3.2% |
| 30D | +3.3% | -6.1% | +9.4% | +6.1% |
| 3M | -4.2% | -18.6% | +14.4% | +4.9% |
| 6M | +16.4% | -23.9% | +40.3% | +30.0% |
| YTD | +9.5% | -9.3% | +18.9% | +10.5% |
| 1Y | +14.0% | +1.8% | +12.3% | +8.3% |
| 3Y | +153.1% | +93.0% | +60.1% | +68.6% |
| 5Y | +134.9% | +107.0% | +27.9% | +44.0% |
| 10Y | +485.7% | +266.9% | +218.8% | +148.4% |
| All | +1,323.2% | +170.7% | +1,152.5% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling