+59.0%
JD vs EMB
+45.0%
+14.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +13.4% | -0.1% | +13.5% | +13.5% |
| 30D | +7.7% | +1.3% | +6.4% | +5.8% |
| 3M | -11.3% | -2.7% | -8.6% | -8.0% |
| 6M | -5.1% | -2.8% | -2.3% | -1.7% |
| YTD | +5.0% | -1.1% | +6.2% | +6.5% |
| 1Y | -5.6% | 0.0% | -5.6% | -5.8% |
| 3Y | +17.8% | +28.8% | -11.0% | -15.7% |
| 5Y | -57.2% | +6.0% | -63.1% | -60.2% |
| 10Y | +34.8% | +29.1% | +5.7% | -4.7% |
| All | +59.0% | +45.0% | +14.0% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling