+592.1%
JPM vs Z
-5.7%
+597.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -0.4% | -7.1% | +6.6% | +0.5% |
| 30D | -1.4% | -4.8% | +3.4% | -0.9% |
| 3M | +13.9% | -9.3% | +23.3% | +14.9% |
| 6M | +23.5% | -29.0% | +52.5% | +28.4% |
| YTD | +11.6% | -52.9% | +64.5% | +22.3% |
| 1Y | +21.4% | -63.1% | +84.5% | +37.0% |
| 3Y | +163.4% | -36.9% | +200.3% | +168.3% |
| 5Y | +152.5% | -65.5% | +218.0% | +166.6% |
| 10Y | +592.1% | -3.9% | +596.0% | +449.9% |
| All | +592.1% | -5.7% | +597.8% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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