+18.8%
JPM vs EFA
+18.9%
-0.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -0.7% | -1.5% | +0.9% | +0.3% |
| 30D | -2.5% | -1.7% | -0.8% | -1.4% |
| 3M | +14.1% | +3.5% | +10.7% | +11.5% |
| 6M | +25.1% | +9.5% | +15.6% | +17.2% |
| YTD | +12.1% | +12.9% | -0.7% | +1.4% |
| 1Y | +18.8% | +18.2% | +0.6% | +5.1% |
| All | +18.8% | +18.9% | -0.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling