+151.0%
JPM vs EEM
+74.3%
+76.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +2.7% | -6.2% | +8.9% | +4.9% |
| 3M | -4.7% | -5.2% | +0.5% | -3.2% |
| 6M | +15.6% | -8.1% | +23.7% | +17.5% |
| YTD | +8.6% | +14.0% | -5.4% | -1.1% |
| 1Y | +10.9% | +13.8% | -2.9% | +1.0% |
| All | +151.0% | +74.3% | +76.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling