+270.9%
JPM vs ESTC
+27.2%
+243.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | +1.6% | +5.8% | -4.1% | +0.9% |
| 30D | +3.4% | -5.6% | +9.0% | +4.0% |
| 3M | -5.7% | +15.4% | -21.1% | -7.9% |
| 6M | +13.5% | +77.8% | -64.3% | +4.3% |
| YTD | +8.4% | +18.1% | -9.6% | +4.3% |
| 1Y | +9.1% | -3.7% | +12.7% | +7.5% |
| 3Y | +149.5% | +16.9% | +132.6% | +130.5% |
| 5Y | +132.6% | -51.2% | +183.8% | +131.6% |
| All | +270.9% | +27.2% | +243.7% | +162.6% |
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