+432.5%
EWZ vs JCI
+178.8%
+253.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +6.5% | +3.8% | +2.7% | +5.1% |
| 30D | +4.8% | -5.7% | +10.5% | +6.7% |
| 3M | +9.9% | -1.4% | +11.3% | +9.9% |
| 6M | +1.9% | +4.1% | -2.2% | -0.2% |
| YTD | +20.3% | +21.7% | -1.4% | +11.5% |
| 1Y | +35.6% | +36.1% | -0.5% | +20.8% |
| 3Y | +43.4% | +154.4% | -111.0% | +1.3% |
| 5Y | +55.9% | +112.0% | -56.1% | +14.6% |
| 10Y | +84.2% | +322.2% | -238.1% | +6.4% |
| All | +432.5% | +178.8% | +253.7% | +159.5% |
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