+347.0%
EWZ vs JCI
+175.0%
+172.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | +0.1% | +8.4% | -8.4% | -2.6% |
| 30D | -25.9% | -8.9% | -17.0% | -24.0% |
| 3M | -6.1% | -6.4% | +0.3% | -4.9% |
| 6M | -16.1% | +1.6% | -17.7% | -17.8% |
| YTD | +1.0% | +20.1% | -19.1% | -6.7% |
| 1Y | 0.0% | +17.2% | -17.3% | -6.9% |
| 3Y | +16.8% | +190.7% | -173.9% | -21.7% |
| 5Y | +52.1% | +99.9% | -47.8% | +13.5% |
| 10Y | +63.6% | +301.8% | -238.2% | -4.6% |
| All | +347.0% | +175.0% | +172.0% | +117.2% |
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