+28.9%
JD vs ESI
+323.5%
-294.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.2% |
| 7D | +7.9% | -3.5% | +11.4% | +8.7% |
| 30D | +4.8% | -9.3% | +14.0% | +7.5% |
| 3M | -13.9% | -12.8% | -1.1% | -11.2% |
| 6M | -5.8% | -24.6% | +18.8% | +0.7% |
| YTD | +2.4% | +32.7% | -30.3% | -13.7% |
| 1Y | -7.5% | +20.3% | -27.8% | -19.2% |
| 3Y | +20.9% | +80.2% | -59.3% | -12.5% |
| 5Y | -58.0% | +40.0% | -98.0% | -67.1% |
| 10Y | +28.9% | +310.8% | -281.9% | -34.5% |
| All | +28.9% | +323.5% | -294.6% | -34.5% |
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