+590.9%
JPM vs EEM
+133.3%
+457.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | -0.7% | -1.3% | +0.6% | +0.1% |
| 30D | -2.5% | +2.1% | -4.5% | -4.0% |
| 3M | +14.1% | +1.0% | +13.1% | +12.1% |
| 6M | +25.1% | +15.9% | +9.2% | +10.0% |
| YTD | +12.1% | +24.6% | -12.5% | -6.9% |
| 1Y | +18.8% | +32.3% | -13.5% | -5.8% |
| 3Y | +163.4% | +85.9% | +77.5% | +59.0% |
| 5Y | +156.5% | +45.4% | +111.2% | +86.4% |
| All | +590.9% | +133.3% | +457.6% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling