+854.3%
EEM vs JCI
+997.5%
-143.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.9% |
| 7D | +2.3% | +3.8% | -1.5% | +0.5% |
| 30D | +4.5% | -5.7% | +10.2% | +7.2% |
| 3M | -0.1% | -1.4% | +1.3% | +0.4% |
| 6M | +16.9% | +4.1% | +12.8% | +14.2% |
| YTD | +26.2% | +21.7% | +4.5% | +14.3% |
| 1Y | +40.5% | +36.1% | +4.4% | +20.3% |
| 3Y | +86.2% | +154.4% | -68.2% | +14.5% |
| 5Y | +45.5% | +112.0% | -66.6% | -5.4% |
| 10Y | +128.6% | +322.2% | -193.6% | -1.3% |
| All | +854.3% | +997.5% | -143.3% | +90.4% |
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