+164.3%
EWY vs JPM
+21.8%
+142.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +11.7% | -0.2% | +11.8% | +11.6% |
| 3M | -7.4% | +15.9% | -23.3% | -11.7% |
| 6M | +40.6% | +20.9% | +19.6% | +31.0% |
| YTD | +94.3% | +12.9% | +81.4% | +84.2% |
| 1Y | +164.3% | +20.3% | +144.0% | +147.0% |
| All | +164.3% | +21.8% | +142.4% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling