+2,336.9%
JPM vs EEM
+767.8%
+1,569.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.4% |
| 7D | -2.5% | +0.7% | -3.2% | -3.1% |
| 30D | +2.7% | -6.2% | +8.9% | +7.4% |
| 3M | -4.7% | -5.2% | +0.5% | -1.6% |
| 6M | +15.6% | -8.1% | +23.7% | +20.0% |
| YTD | +8.6% | +14.0% | -5.4% | -5.2% |
| 1Y | +10.9% | +13.8% | -2.9% | -3.1% |
| 3Y | +149.9% | +73.7% | +76.2% | +55.2% |
| 5Y | +131.9% | +34.6% | +97.4% | +73.7% |
| 10Y | +481.0% | +123.6% | +357.4% | +188.9% |
| All | +2,336.9% | +767.8% | +1,569.2% | +336.1% |
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 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