+585.7%
JPM vs EMB
+30.4%
+555.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | -2.3% | -1.1% | -1.2% | -1.2% |
| 30D | -2.3% | -1.1% | -1.3% | -1.2% |
| 3M | +14.9% | -0.8% | +15.6% | +15.8% |
| 6M | +23.6% | -0.1% | +23.7% | +23.7% |
| YTD | +11.3% | +0.4% | +10.8% | +10.8% |
| 1Y | +19.9% | +3.3% | +16.6% | +15.9% |
| 3Y | +162.6% | +29.0% | +133.5% | +98.9% |
| 5Y | +154.6% | +6.3% | +148.3% | +144.7% |
| All | +585.7% | +30.4% | +555.2% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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