+2,926.4%
V vs JPM
+1,219.6%
+1,706.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | -0.2% | +2.1% | +2.0% |
| 3M | +17.4% | +15.9% | +1.5% | +10.2% |
| 6M | +17.5% | +20.9% | -3.4% | +8.2% |
| YTD | +7.6% | +12.9% | -5.3% | +1.8% |
| 1Y | +7.7% | +20.3% | -12.6% | -1.0% |
| 3Y | +54.7% | +160.9% | -106.3% | +2.2% |
| 5Y | +73.0% | +154.8% | -81.8% | +14.2% |
| 10Y | +390.9% | +591.1% | -200.2% | +113.7% |
| All | +2,926.4% | +1,219.6% | +1,706.9% | +778.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling