+802.3%
JPM vs ESI
+207.0%
+595.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.8% |
| 7D | -2.5% | +1.8% | -4.3% | -3.1% |
| 30D | +2.7% | -6.6% | +9.3% | +4.3% |
| 3M | -4.7% | -9.4% | +4.7% | -2.8% |
| 6M | +15.6% | -24.1% | +39.7% | +22.9% |
| YTD | +8.6% | +37.1% | -28.5% | -5.4% |
| 1Y | +10.9% | +24.5% | -13.7% | -0.6% |
| 3Y | +149.9% | +83.2% | +66.8% | +93.3% |
| 5Y | +131.9% | +44.0% | +88.0% | +90.1% |
| 10Y | +481.0% | +332.8% | +148.2% | +240.0% |
| All | +802.3% | +207.0% | +595.3% | +472.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling