+154.6%
JPM vs XYZ
-68.7%
+223.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.3% | -5.2% | +2.8% | -1.5% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | +14.9% | +18.7% | -3.8% | +11.3% |
| 6M | +23.6% | +20.5% | +3.1% | +19.0% |
| YTD | +11.3% | +21.5% | -10.2% | +6.4% |
| 1Y | +19.9% | +7.2% | +12.7% | +16.5% |
| 3Y | +162.6% | +49.0% | +113.6% | +132.7% |
| 5Y | +154.6% | -68.1% | +222.7% | +154.3% |
| All | +154.6% | -68.7% | +223.4% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling