+1,293.8%
JPM vs EWZ
+356.2%
+937.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | +3.3% | -24.4% | +27.6% | +15.2% |
| 3M | -4.2% | -4.6% | +0.4% | -4.5% |
| 6M | +16.4% | -11.6% | +28.0% | +19.8% |
| YTD | +9.5% | +2.4% | +7.1% | +4.8% |
| 1Y | +14.0% | +2.1% | +11.9% | +9.0% |
| 3Y | +153.1% | +18.7% | +134.4% | +121.6% |
| 5Y | +134.9% | +54.2% | +80.7% | +75.2% |
| 10Y | +485.7% | +65.9% | +419.9% | +273.4% |
| All | +1,293.8% | +356.2% | +937.6% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling