-57.1%
JD vs ESI
+28.5%
-85.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | +13.4% | -8.5% | +21.9% | +16.6% |
| 30D | +7.7% | -15.7% | +23.4% | +13.7% |
| 3M | -11.3% | -18.2% | +7.0% | -6.0% |
| 6M | -5.1% | -28.8% | +23.7% | +4.2% |
| YTD | +5.0% | +26.3% | -21.2% | -14.3% |
| 1Y | -5.6% | +18.2% | -23.9% | -20.8% |
| 3Y | +17.8% | +68.1% | -50.3% | -23.2% |
| All | -57.1% | +28.5% | -85.6% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling