+1,209.4%
JPM vs EMB
+132.1%
+1,077.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.2% | -0.3% | +0.1% | +0.1% |
| 3M | +15.9% | -0.4% | +16.3% | +16.3% |
| 6M | +20.9% | +0.1% | +20.8% | +20.9% |
| YTD | +12.9% | +1.6% | +11.3% | +11.4% |
| 1Y | +20.3% | +5.6% | +14.7% | +14.8% |
| 3Y | +160.9% | +29.8% | +131.1% | +108.0% |
| 5Y | +154.8% | +7.3% | +147.6% | +139.2% |
| 10Y | +591.1% | +30.4% | +560.7% | +461.0% |
| All | +1,209.4% | +132.1% | +1,077.2% | +569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling