+910.6%
EWY vs JCI
+185.0%
+725.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +4.2% | +3.2% | +1.0% | +3.2% |
| 30D | -10.7% | -8.6% | -2.1% | -7.6% |
| 3M | -20.1% | -7.7% | -12.3% | -17.5% |
| 6M | -24.3% | -2.6% | -21.7% | -22.9% |
| YTD | +46.9% | +17.4% | +29.5% | +41.2% |
| 1Y | +55.2% | +16.9% | +38.3% | +49.3% |
| 3Y | +157.0% | +186.7% | -29.8% | +82.1% |
| 5Y | +98.9% | +95.4% | +3.5% | +57.0% |
| 10Y | +226.3% | +292.7% | -66.4% | +101.2% |
| All | +910.6% | +185.0% | +725.6% | +447.6% |
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