+130.8%
JPM vs Z
-55.0%
+185.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.8% |
| 7D | +0.4% | -5.2% | +5.6% | +1.1% |
| 30D | +2.7% | +5.7% | -3.0% | +1.8% |
| 3M | -3.8% | -8.7% | +4.9% | -3.2% |
| 6M | +14.3% | -26.0% | +40.3% | +18.0% |
| YTD | +8.2% | -55.0% | +63.3% | +18.5% |
| 1Y | +11.0% | -58.0% | +69.0% | +22.4% |
| 3Y | +152.7% | -15.2% | +167.8% | +143.8% |
| 5Y | +130.8% | -53.8% | +184.6% | +122.5% |
| All | +130.8% | -55.0% | +185.8% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling