+66.5%
EWZ vs JCI
+291.9%
-225.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.4% |
| 7D | +0.8% | +3.2% | -2.4% | -0.7% |
| 30D | -24.4% | -8.6% | -15.8% | -22.0% |
| 3M | -4.6% | -7.7% | +3.2% | -2.3% |
| 6M | -11.6% | -2.6% | -9.0% | -12.6% |
| YTD | +2.4% | +17.4% | -15.0% | -7.9% |
| 1Y | +2.1% | +16.9% | -14.8% | -8.1% |
| 3Y | +18.7% | +186.7% | -168.0% | -35.5% |
| 5Y | +54.2% | +95.4% | -41.2% | +0.7% |
| All | +66.5% | +291.9% | -225.4% | -42.8% |
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 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