+20.3%
JPM vs ESI
+44.5%
-24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.3% |
| 7D | +0.3% | +3.3% | -3.0% | -0.2% |
| 30D | -0.2% | -5.9% | +5.7% | +0.6% |
| 3M | +15.9% | -14.1% | +30.0% | +17.3% |
| 6M | +20.9% | +6.6% | +14.4% | +16.5% |
| YTD | +12.9% | +45.0% | -32.1% | +1.0% |
| 1Y | +20.3% | +41.5% | -21.2% | +8.6% |
| All | +20.3% | +44.5% | -24.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling