+131.0%
JPM vs ESI
+39.6%
+91.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.2% | -6.6% | +7.8% | +3.1% |
| 30D | +2.7% | -9.8% | +12.6% | +5.4% |
| 3M | -4.5% | -11.9% | +7.5% | -1.8% |
| 6M | +14.3% | -25.1% | +39.4% | +22.0% |
| YTD | +8.2% | +31.9% | -23.7% | -7.4% |
| 1Y | +10.0% | +19.2% | -9.2% | -2.4% |
| 3Y | +149.0% | +76.2% | +72.8% | +80.8% |
| 5Y | +131.0% | +39.4% | +91.6% | +81.7% |
| All | +131.0% | +39.6% | +91.5% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling