+16.9%
JD vs ESI
+308.3%
-291.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -3.0% | +3.9% | -6.9% | -4.3% |
| 30D | -19.3% | -3.8% | -15.5% | -18.5% |
| 3M | -6.0% | -13.1% | +7.1% | -3.1% |
| 6M | +1.8% | +11.3% | -9.5% | -5.3% |
| YTD | -2.6% | +44.1% | -46.7% | -18.7% |
| 1Y | -17.4% | +40.3% | -57.8% | -30.7% |
| 3Y | -8.6% | +84.1% | -92.7% | -32.5% |
| 5Y | -61.6% | +75.8% | -137.4% | -71.5% |
| 10Y | +16.9% | +320.7% | -303.9% | -37.3% |
| All | +16.9% | +308.3% | -291.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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