+84.0%
EEM vs JD
+48.6%
+35.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +5.2% | -6.1% | -2.2% |
| 30D | -9.3% | +4.5% | -13.8% | -10.4% |
| 3M | -7.1% | -15.4% | +8.4% | -3.5% |
| 6M | -10.4% | -6.0% | -4.3% | -9.7% |
| YTD | +11.3% | +2.2% | +9.1% | +9.7% |
| 1Y | +11.3% | -6.7% | +17.9% | +12.0% |
| 3Y | +69.6% | +20.5% | +49.1% | +53.0% |
| 5Y | +33.6% | -58.4% | +92.1% | +46.5% |
| 10Y | +114.1% | +32.5% | +81.6% | +67.2% |
| All | +84.0% | +48.6% | +35.4% | +43.7% |
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