+590.9%
JPM vs XYZ
+610.4%
-19.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -4.3% | +3.6% | +0.1% |
| 30D | -2.5% | +1.2% | -3.6% | -2.8% |
| 3M | +14.1% | +14.6% | -0.5% | +11.1% |
| 6M | +25.1% | +22.6% | +2.5% | +19.9% |
| YTD | +12.1% | +21.7% | -9.6% | +6.9% |
| 1Y | +18.8% | +6.7% | +12.1% | +15.4% |
| 3Y | +163.4% | +46.8% | +116.6% | +132.8% |
| 5Y | +156.5% | -68.0% | +224.6% | +174.1% |
| All | +590.9% | +610.4% | -19.6% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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