+585.7%
JPM vs ESI
+310.7%
+275.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -2.3% | -9.0% | +6.7% | +1.0% |
| 3M | +14.9% | -13.3% | +28.1% | +19.3% |
| 6M | +23.6% | +5.3% | +18.4% | +16.8% |
| YTD | +11.3% | +37.6% | -26.3% | -6.9% |
| 1Y | +19.9% | +33.6% | -13.7% | +0.9% |
| 3Y | +162.6% | +75.8% | +86.8% | +88.8% |
| 5Y | +154.6% | +68.6% | +86.0% | +81.0% |
| All | +585.7% | +310.7% | +275.0% | +219.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling