+1,316.2%
JPM vs EWZ
+446.7%
+869.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | -0.4% | +5.6% | -6.0% | -2.9% |
| 30D | -1.1% | +9.3% | -10.4% | -5.2% |
| 3M | +14.1% | +15.7% | -1.6% | +6.5% |
| 6M | +23.3% | +7.4% | +15.9% | +18.6% |
| YTD | +11.3% | +22.7% | -11.4% | +0.4% |
| 1Y | +23.0% | +36.4% | -13.4% | +5.4% |
| 3Y | +162.6% | +50.4% | +112.2% | +110.9% |
| 5Y | +152.8% | +67.6% | +85.1% | +85.0% |
| 10Y | +583.6% | +84.1% | +499.6% | +322.5% |
| All | +1,316.2% | +446.7% | +869.5% | +391.4% |
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