+425.7%
META vs JPM
+521.2%
-95.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -10.8% | +2.7% | -13.5% | -11.9% |
| 3M | +8.4% | -3.8% | +12.2% | +10.2% |
| 6M | +5.4% | +14.3% | -8.9% | -1.3% |
| YTD | -2.6% | +8.2% | -10.8% | -6.6% |
| 1Y | +3.5% | +11.0% | -7.5% | -2.1% |
| 3Y | +102.0% | +152.7% | -50.7% | +30.6% |
| 5Y | +93.1% | +130.8% | -37.7% | +27.0% |
| 10Y | +425.7% | +506.0% | -80.3% | +180.5% |
| All | +425.7% | +521.2% | -95.5% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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