+587.9%
JPM vs ESI
+330.1%
+257.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -0.4% | +3.9% | -4.3% | -1.9% |
| 30D | -1.4% | -3.8% | +2.4% | -0.2% |
| 3M | +13.9% | -13.1% | +27.1% | +18.4% |
| 6M | +23.5% | +11.3% | +12.2% | +14.3% |
| YTD | +11.6% | +44.1% | -32.5% | -8.2% |
| 1Y | +21.4% | +40.3% | -19.0% | +0.2% |
| 3Y | +163.4% | +84.1% | +79.4% | +86.2% |
| 5Y | +152.5% | +75.8% | +76.7% | +76.8% |
| All | +587.9% | +330.1% | +257.8% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling