+10,478.8%
JPM vs ES
+1,235.9%
+9,242.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.2% |
| 7D | -0.8% | +1.9% | -2.6% | -1.5% |
| 30D | +1.5% | +7.1% | -5.6% | -1.1% |
| 3M | -5.7% | -1.9% | -3.7% | -5.1% |
| 6M | +7.2% | +4.4% | +2.9% | +5.1% |
| YTD | +5.8% | +7.3% | -1.5% | +2.2% |
| 1Y | +8.8% | +2.1% | +6.6% | +6.4% |
| 3Y | +147.4% | +41.8% | +105.6% | +108.0% |
| 5Y | +125.3% | +1.4% | +123.9% | +112.7% |
| 10Y | +540.5% | +86.8% | +453.8% | +359.0% |
| All | +10,478.8% | +1,235.9% | +9,242.8% | +3,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling