+465.0%
JPM vs Z
-16.5%
+481.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +3.3% | +5.2% | -1.9% | +2.3% |
| 3M | -4.2% | -17.0% | +12.9% | -2.2% |
| 6M | +16.4% | -22.7% | +39.1% | +19.4% |
| YTD | +9.5% | -56.3% | +65.8% | +20.8% |
| 1Y | +14.0% | -57.7% | +71.7% | +26.1% |
| 3Y | +153.1% | -16.5% | +169.6% | +146.5% |
| 5Y | +134.9% | -53.4% | +188.3% | +139.2% |
| All | +465.0% | -16.5% | +481.4% | +344.4% |
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