+34.4%
JD vs EME
+905.2%
-870.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -4.1% | +8.4% | -12.5% | -5.8% |
| 30D | +4.6% | -11.5% | +16.1% | +6.9% |
| 3M | -4.7% | -20.6% | +15.9% | -0.7% |
| 6M | -17.4% | -28.5% | +11.1% | -12.4% |
| YTD | +0.7% | +8.0% | -7.3% | -4.2% |
| 1Y | -5.9% | +6.8% | -12.6% | -10.3% |
| 3Y | +18.9% | +213.9% | -195.0% | -20.4% |
| 5Y | -62.9% | +414.8% | -477.7% | -79.0% |
| All | +34.4% | +905.2% | -870.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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