+590.1%
EWT vs JCI
+240.2%
+349.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +1.6% | +5.1% | -3.5% | +0.2% |
| 30D | +8.2% | -3.8% | +12.0% | +9.3% |
| 3M | +11.1% | +1.9% | +9.2% | +10.5% |
| 6M | +60.4% | +11.2% | +49.2% | +55.7% |
| YTD | +75.6% | +22.9% | +52.6% | +65.4% |
| 1Y | +91.3% | +37.4% | +53.9% | +74.5% |
| 3Y | +200.3% | +167.8% | +32.5% | +125.4% |
| 5Y | +156.4% | +115.0% | +41.3% | +101.6% |
| 10Y | +495.8% | +325.3% | +170.5% | +278.3% |
| All | +590.1% | +240.2% | +349.9% | +269.8% |
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