+851.2%
EEM vs JBL
+2,164.3%
-1,313.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.0% | +4.0% | -2.0% | +0.6% |
| 30D | +5.1% | -7.5% | +12.6% | +7.7% |
| 3M | +4.6% | -14.1% | +18.6% | +9.6% |
| 6M | +17.8% | +25.9% | -8.1% | +7.4% |
| YTD | +25.8% | +36.7% | -10.8% | +10.9% |
| 1Y | +36.4% | +49.0% | -12.6% | +15.6% |
| 3Y | +90.0% | +191.8% | -101.8% | +18.8% |
| 5Y | +46.6% | +409.8% | -363.2% | -27.5% |
| 10Y | +132.3% | +1,509.2% | -1,377.0% | -30.7% |
| All | +851.2% | +2,164.3% | -1,313.1% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling