+98.5%
EWY vs JCI
+96.3%
+2.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.6% |
| 7D | +4.2% | +3.2% | +1.0% | +2.6% |
| 30D | -10.7% | -8.6% | -2.1% | -6.2% |
| 3M | -20.1% | -7.7% | -12.3% | -16.4% |
| 6M | -24.3% | -2.6% | -21.7% | -22.3% |
| YTD | +46.9% | +17.4% | +29.5% | +40.7% |
| 1Y | +55.2% | +16.9% | +38.3% | +48.9% |
| 3Y | +157.0% | +186.7% | -29.8% | +68.5% |
| All | +98.5% | +96.3% | +2.2% | +47.0% |
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 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