+17.1%
JD vs EMB
+30.1%
-13.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.1% |
| 30D | +2.7% | +0.5% | +2.1% | +1.8% |
| 3M | -13.0% | -2.5% | -10.6% | -9.9% |
| 6M | -12.7% | -2.0% | -10.7% | -10.4% |
| YTD | -0.8% | -0.9% | +0.1% | -0.1% |
| 1Y | -8.9% | -0.3% | -8.6% | -9.0% |
| All | +17.1% | +30.1% | -13.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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