+746.2%
EEM vs JCI
+958.0%
-211.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.7% |
| 7D | +2.7% | +3.2% | -0.5% | +1.2% |
| 30D | -5.4% | -8.6% | +3.2% | -1.7% |
| 3M | -8.6% | -7.7% | -0.9% | -5.7% |
| 6M | -8.9% | -2.6% | -6.3% | -8.6% |
| YTD | +11.9% | +17.4% | -5.4% | +2.6% |
| 1Y | +13.1% | +16.9% | -3.8% | +3.7% |
| 3Y | +70.7% | +186.7% | -116.1% | -1.3% |
| 5Y | +31.8% | +95.4% | -63.6% | -11.0% |
| 10Y | +119.5% | +292.7% | -173.2% | -1.9% |
| All | +746.2% | +958.0% | -211.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling