+10.3%
JPM vs EEM
+8.3%
+2.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.8% | +1.6% | -2.9% |
| 7D | -1.8% | -7.4% | +5.6% | -0.2% |
| 30D | +1.8% | -15.0% | +16.8% | +5.2% |
| 3M | -5.6% | -11.7% | +6.0% | -3.3% |
| 6M | +10.1% | -10.8% | +20.8% | +10.5% |
| YTD | +6.7% | +6.7% | +0.1% | -5.0% |
| 1Y | +10.3% | +7.4% | +2.9% | -2.1% |
| All | +10.3% | +8.3% | +2.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling