+303.5%
EWY vs JPM
+600.5%
-297.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.9% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +7.3% | -2.5% | +9.8% | +8.3% |
| 3M | -5.1% | +14.1% | -19.3% | -10.7% |
| 6M | +42.1% | +25.1% | +17.0% | +28.3% |
| YTD | +94.1% | +12.1% | +82.0% | +83.5% |
| 1Y | +147.8% | +18.8% | +129.0% | +127.6% |
| 3Y | +222.9% | +163.4% | +59.5% | +101.2% |
| 5Y | +150.6% | +156.5% | -5.9% | +55.2% |
| All | +303.5% | +600.5% | -297.0% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling