+1,244.2%
EWY vs JPM
+1,524.7%
-280.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +8.0% | -0.4% | +8.4% | +8.2% |
| 30D | +14.3% | -1.1% | +15.5% | +14.7% |
| 3M | +2.3% | +14.1% | -11.8% | -3.5% |
| 6M | +49.9% | +23.3% | +26.6% | +36.7% |
| YTD | +95.3% | +11.3% | +84.1% | +85.6% |
| 1Y | +161.7% | +23.0% | +138.7% | +137.7% |
| 3Y | +230.2% | +162.6% | +67.6% | +112.6% |
| 5Y | +148.1% | +152.8% | -4.6% | +60.0% |
| 10Y | +293.2% | +583.6% | -290.5% | +58.7% |
| All | +1,244.2% | +1,524.7% | -280.5% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling