+152.8%
JPM vs XRT
-1.7%
+154.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.1% | -5.6% | +4.5% | +1.4% |
| 3M | +14.1% | +2.5% | +11.6% | +12.5% |
| 6M | +23.3% | +3.7% | +19.6% | +20.7% |
| YTD | +11.3% | +1.0% | +10.3% | +10.3% |
| 1Y | +23.0% | -1.2% | +24.2% | +22.8% |
| 3Y | +162.6% | +43.4% | +119.2% | +119.7% |
| 5Y | +152.8% | -0.7% | +153.5% | +137.7% |
| All | +152.8% | -1.7% | +154.5% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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