+87.7%
EEM vs JCI
+163.4%
-75.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.0% | +4.1% | -2.1% | +0.7% |
| 30D | +5.1% | -3.8% | +8.9% | +6.3% |
| 3M | +4.6% | -1.6% | +6.2% | +4.9% |
| 6M | +17.8% | +9.5% | +8.2% | +14.5% |
| YTD | +25.8% | +21.7% | +4.1% | +19.1% |
| 1Y | +36.4% | +37.1% | -0.7% | +24.9% |
| All | +87.7% | +163.4% | -75.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling