+293.5%
JCI vs EMB
+36.5%
+257.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.0% |
| 7D | +3.2% | -0.9% | +4.1% | +4.3% |
| 30D | -8.6% | +0.4% | -9.0% | -9.0% |
| 3M | -7.7% | -3.1% | -4.6% | -4.3% |
| 6M | -2.6% | -2.1% | -0.5% | -0.1% |
| YTD | +17.4% | -1.1% | +18.4% | +19.1% |
| 1Y | +16.9% | -0.1% | +17.0% | +17.2% |
| 3Y | +186.7% | +29.6% | +157.2% | +113.5% |
| 5Y | +95.4% | +7.2% | +88.2% | +82.4% |
| All | +293.5% | +36.5% | +257.1% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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