+115.0%
JCI vs EMB
+7.3%
+107.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.1% | +0.3% | +4.8% | +4.8% |
| 30D | -3.8% | -0.5% | -3.3% | -3.3% |
| 3M | +1.9% | +0.3% | +1.6% | +1.5% |
| 6M | +11.2% | +1.2% | +10.0% | +9.8% |
| YTD | +22.9% | +1.5% | +21.5% | +21.1% |
| 1Y | +37.4% | +4.8% | +32.6% | +30.3% |
| 3Y | +167.8% | +30.4% | +137.5% | +100.9% |
| 5Y | +115.0% | +7.3% | +107.8% | +106.8% |
| All | +115.0% | +7.3% | +107.7% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling