+590.9%
JPM vs EWZ
+94.8%
+496.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -0.7% | +0.9% | -1.5% | -1.0% |
| 30D | -2.5% | +12.8% | -15.2% | -7.0% |
| 3M | +14.1% | +10.8% | +3.4% | +9.5% |
| 6M | +25.1% | +2.5% | +22.6% | +23.4% |
| YTD | +12.1% | +21.4% | -9.2% | +3.3% |
| 1Y | +18.8% | +32.8% | -14.0% | +5.4% |
| 3Y | +163.4% | +45.2% | +118.2% | +122.2% |
| 5Y | +156.5% | +63.0% | +93.6% | +99.9% |
| All | +590.9% | +94.8% | +496.1% | +383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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