+149.0%
JPM vs ESI
+78.7%
+70.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.2% | -6.6% | +7.8% | +2.5% |
| 30D | +2.7% | -9.8% | +12.6% | +4.6% |
| 3M | -4.5% | -11.9% | +7.5% | -2.5% |
| 6M | +14.3% | -25.1% | +39.4% | +20.0% |
| YTD | +8.2% | +31.9% | -23.7% | -4.8% |
| 1Y | +10.0% | +19.2% | -9.2% | -0.3% |
| 3Y | +149.0% | +76.2% | +72.8% | +102.5% |
| All | +149.0% | +78.7% | +70.3% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling