+281.9%
JPM vs ESTC
+23.7%
+258.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -0.4% | -3.3% | +2.9% | 0.0% |
| 30D | -1.4% | +13.4% | -14.9% | -3.3% |
| 3M | +13.9% | +41.3% | -27.4% | +8.4% |
| 6M | +23.5% | +62.6% | -39.1% | +14.8% |
| YTD | +11.6% | +14.8% | -3.1% | +8.1% |
| 1Y | +21.4% | -5.1% | +26.4% | +19.9% |
| 3Y | +163.4% | +11.2% | +152.3% | +145.1% |
| 5Y | +152.5% | -47.0% | +199.5% | +147.8% |
| All | +281.9% | +23.7% | +258.2% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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