+212.8%
EWY vs JPM
+160.9%
+51.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | -2.3% | +3.6% | +2.0% |
| 30D | +9.3% | -2.3% | +11.6% | +10.0% |
| 3M | +2.4% | +14.9% | -12.5% | -2.1% |
| 6M | +40.3% | +23.6% | +16.6% | +30.8% |
| YTD | +88.0% | +11.3% | +76.7% | +80.7% |
| 1Y | +143.8% | +19.9% | +123.9% | +128.4% |
| All | +212.8% | +160.9% | +51.8% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling