+128.5%
EEM vs JBL
+1,558.3%
-1,429.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.8% | -0.3% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +2.1% | -13.1% | +15.2% | +6.5% |
| 3M | +1.0% | -15.6% | +16.6% | +5.9% |
| 6M | +15.9% | +24.6% | -8.7% | +7.3% |
| YTD | +24.6% | +39.6% | -15.0% | +10.9% |
| 1Y | +32.3% | +48.6% | -16.3% | +14.7% |
| 3Y | +85.9% | +197.3% | -111.3% | +21.4% |
| 5Y | +45.4% | +413.0% | -367.6% | -24.7% |
| All | +128.5% | +1,558.3% | -1,429.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling