+481.0%
JPM vs Z
-14.8%
+495.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.5% | -13.1% | +10.6% | -0.7% |
| 30D | +2.7% | +5.9% | -3.1% | +1.7% |
| 3M | -4.7% | -13.7% | +9.0% | -3.3% |
| 6M | +15.6% | -27.1% | +42.7% | +19.5% |
| YTD | +8.6% | -56.8% | +65.4% | +20.0% |
| 1Y | +10.9% | -60.2% | +71.1% | +23.7% |
| 3Y | +149.9% | -19.7% | +169.6% | +144.8% |
| 5Y | +131.9% | -53.7% | +185.6% | +136.4% |
| 10Y | +481.0% | -16.9% | +497.9% | +358.9% |
| All | +481.0% | -14.8% | +495.8% | +358.9% |
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