+163.4%
JPM vs EEM
+86.2%
+77.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -2.5% | +2.1% | -4.5% | -3.3% |
| 3M | +14.1% | +1.0% | +13.1% | +13.0% |
| 6M | +25.1% | +15.9% | +9.2% | +15.0% |
| YTD | +12.1% | +24.6% | -12.5% | -0.9% |
| 1Y | +18.8% | +32.3% | -13.5% | +1.8% |
| 3Y | +163.4% | +85.9% | +77.5% | +87.6% |
| All | +163.4% | +86.2% | +77.3% | +87.6% |
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