+513.6%
EWT vs JCI
+348.5%
+165.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.0% |
| 7D | -1.1% | +0.7% | -1.9% | -1.4% |
| 30D | +4.5% | -4.4% | +8.9% | +6.2% |
| 3M | +8.3% | +1.7% | +6.6% | +7.6% |
| 6M | +54.2% | +8.8% | +45.4% | +49.4% |
| YTD | +74.6% | +22.6% | +51.9% | +61.6% |
| 1Y | +84.9% | +36.2% | +48.7% | +64.5% |
| 3Y | +197.5% | +168.0% | +29.5% | +104.9% |
| 5Y | +150.6% | +113.5% | +37.1% | +82.9% |
| All | +513.6% | +348.5% | +165.1% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling