+393.0%
EFA vs JCI
+170.9%
+222.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +1.2% | +5.1% | -3.9% | -0.1% |
| 30D | -0.7% | -3.8% | +3.1% | +0.2% |
| 3M | +6.4% | +1.9% | +4.5% | +5.6% |
| 6M | +11.4% | +11.2% | +0.2% | +7.9% |
| YTD | +14.0% | +22.9% | -9.0% | +7.4% |
| 1Y | +20.2% | +37.4% | -17.2% | +9.8% |
| 3Y | +68.2% | +167.8% | -99.6% | +27.3% |
| 5Y | +54.8% | +115.0% | -60.2% | +22.6% |
| 10Y | +142.4% | +325.3% | -182.9% | +58.1% |
| All | +393.0% | +170.9% | +222.1% | +186.5% |
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