+154.6%
JPM vs EFA
+51.0%
+103.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | -2.3% | -2.4% | 0.0% | -0.5% |
| 30D | -2.3% | -2.2% | -0.1% | -0.6% |
| 3M | +14.9% | +5.7% | +9.2% | +9.7% |
| 6M | +23.6% | +8.2% | +15.5% | +15.4% |
| YTD | +11.3% | +11.8% | -0.5% | +1.0% |
| 1Y | +19.9% | +18.3% | +1.6% | +3.8% |
| 3Y | +162.6% | +64.9% | +97.7% | +68.4% |
| 5Y | +154.6% | +52.4% | +102.2% | +76.4% |
| All | +154.6% | +51.0% | +103.6% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling