+521.8%
NOW vs JPM
+484.0%
+37.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -5.6% | -2.5% | -3.1% | -4.6% |
| 30D | -26.8% | +2.7% | -29.5% | -27.6% |
| 3M | -19.4% | -4.7% | -14.8% | -18.3% |
| 6M | +12.3% | +15.6% | -3.2% | +5.4% |
| YTD | -32.9% | +8.6% | -41.5% | -35.9% |
| 1Y | -40.3% | +10.9% | -51.2% | -43.6% |
| 3Y | -19.1% | +149.9% | -169.0% | -44.8% |
| 5Y | -24.4% | +131.9% | -156.3% | -48.1% |
| 10Y | +521.8% | +481.0% | +40.8% | +198.1% |
| All | +521.8% | +484.0% | +37.8% | +198.1% |
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