+125.7%
EEM vs JD
+20.5%
+105.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -2.6% | +1.9% | 0.0% |
| 30D | +2.4% | -15.4% | +17.8% | +6.8% |
| 3M | +4.2% | -5.0% | +9.2% | +5.1% |
| 6M | +14.8% | +0.9% | +13.9% | +13.7% |
| YTD | +23.1% | -2.5% | +25.6% | +22.9% |
| 1Y | +32.5% | -16.0% | +48.6% | +37.2% |
| 3Y | +85.9% | -8.5% | +94.4% | +79.2% |
| 5Y | +43.6% | -61.8% | +105.3% | +62.3% |
| All | +125.7% | +20.5% | +105.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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