+52.4%
EFA vs JCI
+105.2%
-52.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.2% | -7.7% | +5.5% | +0.3% |
| 3M | +5.7% | +2.8% | +2.9% | +4.4% |
| 6M | +8.2% | +7.2% | +0.9% | +4.9% |
| YTD | +11.8% | +20.0% | -8.2% | +4.2% |
| 1Y | +18.3% | +33.3% | -15.0% | +6.1% |
| 3Y | +64.9% | +161.3% | -96.4% | +12.8% |
| 5Y | +52.4% | +108.8% | -56.4% | +8.4% |
| All | +52.4% | +105.2% | -52.8% | +8.4% |
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 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