+6,812.4%
JPM vs EME
+62,686.4%
-55,874.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -0.4% | +5.2% | -5.6% | -2.4% |
| 30D | -1.1% | -5.4% | +4.2% | +0.7% |
| 3M | +14.1% | -6.1% | +20.2% | +15.0% |
| 6M | +23.3% | +9.7% | +13.6% | +16.2% |
| YTD | +11.3% | +26.6% | -15.3% | -1.6% |
| 1Y | +23.0% | +24.6% | -1.6% | +7.6% |
| 3Y | +162.6% | +249.6% | -87.0% | +43.5% |
| 5Y | +152.8% | +556.6% | -403.8% | +4.4% |
| 10Y | +583.6% | +1,286.6% | -703.0% | +102.3% |
| All | +6,812.4% | +62,686.4% | -55,874.1% | +1,059.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling