+162.3%
JPM vs EME
+240.3%
-78.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.8% |
| 7D | -0.4% | +2.7% | -3.2% | -1.0% |
| 30D | -1.4% | -6.8% | +5.4% | -0.1% |
| 3M | +13.9% | -8.8% | +22.8% | +15.4% |
| 6M | +23.5% | +5.0% | +18.5% | +20.9% |
| YTD | +11.6% | +23.5% | -11.8% | +5.1% |
| 1Y | +21.4% | +21.3% | +0.1% | +13.0% |
| All | +162.3% | +240.3% | -78.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling