+15.0%
EEM vs JBL
+20.8%
-5.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +2.5% |
| 7D | -3.0% | -11.1% | +8.1% | +0.9% |
| 30D | -10.3% | -14.1% | +3.7% | -5.9% |
| 3M | -6.6% | -23.9% | +17.3% | +1.7% |
| 6M | -3.4% | -24.1% | +20.7% | +4.7% |
| YTD | +13.2% | +13.5% | -0.3% | +9.1% |
| 1Y | +15.0% | +23.7% | -8.7% | +8.7% |
| All | +15.0% | +20.8% | -5.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling