+46.6%
EEM vs JCI
+111.9%
-65.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.0% | +4.1% | -2.1% | +0.6% |
| 30D | +5.1% | -3.8% | +8.9% | +6.4% |
| 3M | +4.6% | -1.6% | +6.2% | +5.0% |
| 6M | +17.8% | +9.5% | +8.2% | +14.1% |
| YTD | +25.8% | +21.7% | +4.1% | +17.9% |
| 1Y | +36.4% | +37.1% | -0.7% | +22.9% |
| 3Y | +90.0% | +165.2% | -75.2% | +35.2% |
| 5Y | +46.6% | +110.3% | -63.7% | +8.3% |
| All | +46.6% | +111.9% | -65.3% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling