+590.9%
JPM vs EFA
+146.6%
+444.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.3% |
| 7D | -0.7% | -1.5% | +0.9% | +0.9% |
| 30D | -2.5% | -1.7% | -0.8% | -0.8% |
| 3M | +14.1% | +3.5% | +10.7% | +9.9% |
| 6M | +25.1% | +9.5% | +15.6% | +12.9% |
| YTD | +12.1% | +12.9% | -0.7% | -2.3% |
| 1Y | +18.8% | +18.2% | +0.6% | -1.5% |
| 3Y | +163.4% | +64.8% | +98.6% | +48.4% |
| 5Y | +156.5% | +53.9% | +102.7% | +56.3% |
| All | +590.9% | +146.6% | +444.3% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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