+349.8%
EWZ vs JCI
+160.5%
+189.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -1.5% | -9.4% | +7.9% | +1.6% |
| 30D | -24.5% | -13.4% | -11.1% | -21.3% |
| 3M | -10.7% | -12.4% | +1.7% | -7.5% |
| 6M | -19.1% | -5.1% | -13.9% | -18.9% |
| YTD | +1.6% | +13.7% | -12.1% | -4.4% |
| 1Y | +4.3% | +11.4% | -7.1% | -1.2% |
| 3Y | +19.0% | +175.9% | -156.9% | -18.9% |
| 5Y | +57.7% | +98.4% | -40.7% | +17.9% |
| 10Y | +51.3% | +311.2% | -259.8% | -12.3% |
| All | +349.8% | +160.5% | +189.3% | +122.5% |
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