+154.6%
JPM vs EME
+540.8%
-386.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.3% | +0.9% | -3.3% | -2.6% |
| 30D | -2.3% | -8.4% | +6.0% | -0.3% |
| 3M | +14.9% | -3.6% | +18.5% | +14.9% |
| 6M | +23.6% | +3.6% | +20.1% | +20.6% |
| YTD | +11.3% | +22.5% | -11.2% | +2.9% |
| 1Y | +19.9% | +18.2% | +1.7% | +10.2% |
| 3Y | +162.6% | +238.4% | -75.8% | +58.4% |
| 5Y | +154.6% | +550.5% | -395.9% | +9.2% |
| All | +154.6% | +540.8% | -386.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling