+479.1%
JPM vs ES
+87.3%
+391.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | +2.7% | +5.9% | -3.2% | +0.9% |
| 3M | -4.5% | -1.0% | -3.4% | -4.3% |
| 6M | +14.3% | +7.2% | +7.1% | +11.5% |
| YTD | +8.2% | +7.0% | +1.2% | +5.2% |
| 1Y | +10.0% | +0.5% | +9.6% | +8.6% |
| 3Y | +149.0% | +48.7% | +100.3% | +109.8% |
| 5Y | +131.0% | +1.9% | +129.1% | +121.2% |
| 10Y | +479.1% | +89.2% | +389.9% | +495.1% |
| All | +479.1% | +87.3% | +391.7% | +495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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