+1,655.9%
JPM vs EFA
+392.1%
+1,263.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -0.4% | +1.2% | -1.6% | -1.7% |
| 30D | -1.1% | -0.7% | -0.4% | -0.4% |
| 3M | +14.1% | +6.4% | +7.7% | +6.1% |
| 6M | +23.3% | +11.4% | +11.9% | +8.2% |
| YTD | +11.3% | +14.0% | -2.7% | -5.1% |
| 1Y | +23.0% | +20.2% | +2.8% | -1.3% |
| 3Y | +162.6% | +68.2% | +94.4% | +40.7% |
| 5Y | +152.8% | +54.8% | +97.9% | +47.6% |
| 10Y | +583.6% | +142.4% | +441.3% | +142.4% |
| All | +1,655.9% | +392.1% | +1,263.8% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling