+23.0%
JPM vs ES
+17.8%
+5.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -1.1% | -1.2% | 0.0% | -1.1% |
| 3M | +14.1% | +5.0% | +9.1% | +13.9% |
| 6M | +23.3% | -2.8% | +26.1% | +22.4% |
| YTD | +11.3% | +8.6% | +2.7% | +11.0% |
| 1Y | +23.0% | +18.9% | +4.1% | +20.6% |
| All | +23.0% | +17.8% | +5.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling