+340.5%
JCI vs EME
+1,362.1%
-1,021.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.2% |
| 7D | +0.7% | +3.5% | -2.8% | -0.9% |
| 30D | -4.4% | -6.3% | +1.9% | -1.6% |
| 3M | +1.7% | -3.8% | +5.4% | +2.4% |
| 6M | +8.8% | +8.5% | +0.3% | +3.5% |
| YTD | +22.6% | +27.8% | -5.2% | +7.4% |
| 1Y | +36.2% | +22.2% | +14.0% | +19.5% |
| 3Y | +168.0% | +253.5% | -85.5% | +34.0% |
| 5Y | +113.5% | +578.6% | -465.2% | -24.0% |
| All | +340.5% | +1,362.1% | -1,021.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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