+65.5%
EWZ vs JCI
+290.1%
-224.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | -5.9% | +7.2% | +3.8% |
| 30D | -26.2% | -10.4% | -15.8% | -23.1% |
| 3M | -8.6% | -6.1% | -2.5% | -7.2% |
| 6M | -17.0% | +1.7% | -18.7% | -19.6% |
| YTD | +2.2% | +18.9% | -16.7% | -8.5% |
| 1Y | +2.7% | +16.1% | -13.5% | -7.2% |
| 3Y | +18.2% | +187.8% | -169.6% | -35.8% |
| 5Y | +56.0% | +103.2% | -47.2% | -0.4% |
| All | +65.5% | +290.1% | -224.6% | -43.6% |
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 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