+837.7%
JPM vs ESI
+224.6%
+613.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.8% |
| 7D | +0.3% | +3.3% | -3.0% | -0.7% |
| 30D | -0.2% | -5.9% | +5.7% | +1.5% |
| 3M | +15.9% | -14.1% | +30.0% | +19.9% |
| 6M | +20.9% | +6.6% | +14.4% | +15.7% |
| YTD | +12.9% | +45.0% | -32.1% | -2.5% |
| 1Y | +20.3% | +41.5% | -21.2% | +4.1% |
| 3Y | +160.9% | +78.8% | +82.2% | +105.0% |
| 5Y | +154.8% | +70.9% | +83.9% | +99.6% |
| 10Y | +591.1% | +317.1% | +274.0% | +306.0% |
| All | +837.7% | +224.6% | +613.0% | +489.7% |
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 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