+32.5%
JD vs ESI
+306.3%
-273.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +5.2% | -6.6% | +11.8% | +7.2% |
| 30D | +4.5% | -9.8% | +14.3% | +7.4% |
| 3M | -15.4% | -11.9% | -3.5% | -13.0% |
| 6M | -6.0% | -25.1% | +19.0% | +0.7% |
| YTD | +2.2% | +31.9% | -29.7% | -13.8% |
| 1Y | -6.7% | +19.2% | -25.8% | -18.2% |
| 3Y | +20.5% | +76.2% | -55.6% | -12.0% |
| 5Y | -58.4% | +39.4% | -97.8% | -67.4% |
| 10Y | +32.5% | +304.9% | -272.4% | -32.6% |
| All | +32.5% | +306.3% | -273.8% | -32.6% |
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