+2,356.8%
JPM vs EEM
+752.1%
+1,604.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +3.5% | +2.7% | +0.8% | +1.4% |
| 30D | +3.3% | -5.4% | +8.6% | +7.3% |
| 3M | -4.2% | -8.6% | +4.5% | +1.7% |
| 6M | +16.4% | -8.9% | +25.3% | +21.8% |
| YTD | +9.5% | +11.9% | -2.4% | -3.1% |
| 1Y | +14.0% | +13.1% | +0.9% | +0.1% |
| 3Y | +153.1% | +70.7% | +82.4% | +59.2% |
| 5Y | +134.9% | +31.8% | +103.1% | +78.6% |
| 10Y | +485.7% | +119.5% | +366.2% | +195.2% |
| All | +2,356.8% | +752.1% | +1,604.7% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling