+155.3%
JPM vs ESTC
-46.4%
+201.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.5% |
| 7D | +0.3% | -8.1% | +8.4% | +1.1% |
| 30D | -0.2% | +31.7% | -31.9% | -3.3% |
| 3M | +15.9% | +41.1% | -25.2% | +11.2% |
| 6M | +20.9% | +77.1% | -56.1% | +12.7% |
| YTD | +12.9% | +21.7% | -8.8% | +9.3% |
| 1Y | +20.3% | +8.4% | +11.9% | +17.5% |
| 3Y | +160.9% | +23.6% | +137.3% | +143.4% |
| All | +155.3% | -46.4% | +201.7% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling