+307.6%
JCI vs EMB
+35.7%
+271.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +2.9% | -0.4% | +3.3% | +3.5% |
| 30D | -6.9% | +1.1% | -8.0% | -8.2% |
| 3M | -6.3% | -2.0% | -4.3% | -4.1% |
| 6M | +2.6% | -1.9% | +4.5% | +4.9% |
| YTD | +21.8% | -0.5% | +22.3% | +22.7% |
| 1Y | +19.6% | +0.1% | +19.5% | +19.7% |
| 3Y | +194.9% | +29.7% | +165.3% | +119.4% |
| 5Y | +108.1% | +8.1% | +100.0% | +92.4% |
| 10Y | +307.6% | +36.3% | +271.4% | +214.1% |
| All | +307.6% | +35.7% | +271.9% | +214.1% |
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