+303.5%
EWY vs JCI
+348.5%
-45.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +7.3% | -4.4% | +11.7% | +9.6% |
| 3M | -5.1% | +1.7% | -6.8% | -5.4% |
| 6M | +42.1% | +8.8% | +33.3% | +38.2% |
| YTD | +94.1% | +22.6% | +71.5% | +79.4% |
| 1Y | +147.8% | +36.2% | +111.6% | +118.6% |
| 3Y | +222.9% | +168.0% | +54.9% | +107.0% |
| 5Y | +150.6% | +113.5% | +37.2% | +73.4% |
| All | +303.5% | +348.5% | -45.0% | +83.0% |
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