+108.6%
EEM vs JD
+48.3%
+60.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +2.3% | -1.7% | +4.0% | +2.7% |
| 30D | +4.5% | -13.2% | +17.7% | +8.1% |
| 3M | -0.1% | -3.2% | +3.1% | +0.4% |
| 6M | +16.9% | +15.2% | +1.7% | +12.1% |
| YTD | +26.2% | +2.0% | +24.2% | +24.7% |
| 1Y | +40.5% | -5.4% | +45.9% | +41.0% |
| 3Y | +86.2% | -9.1% | +95.3% | +80.4% |
| 5Y | +45.5% | -59.6% | +105.1% | +60.5% |
| 10Y | +128.6% | +26.2% | +102.4% | +80.6% |
| All | +108.6% | +48.3% | +60.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling