+1,036.1%
JCI vs EMB
+132.1%
+904.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.7% | -0.3% | -5.4% | -5.5% |
| 3M | -1.4% | -0.4% | -1.0% | -1.0% |
| 6M | +4.1% | +0.1% | +4.0% | +4.2% |
| YTD | +21.7% | +1.6% | +20.2% | +20.4% |
| 1Y | +36.1% | +5.6% | +30.5% | +30.4% |
| 3Y | +154.4% | +29.8% | +124.6% | +107.2% |
| 5Y | +112.0% | +7.3% | +104.8% | +99.3% |
| 10Y | +322.2% | +30.4% | +291.8% | +249.9% |
| All | +1,036.1% | +132.1% | +904.0% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling