+114.4%
JCI vs EME
+575.5%
-461.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.3% |
| 7D | +0.7% | +3.5% | -2.8% | -0.9% |
| 30D | -4.4% | -6.3% | +1.9% | -1.7% |
| 3M | +1.7% | -3.8% | +5.4% | +2.6% |
| 6M | +8.8% | +8.5% | +0.3% | +3.8% |
| YTD | +22.6% | +27.8% | -5.2% | +7.8% |
| 1Y | +36.2% | +22.2% | +14.0% | +19.5% |
| 3Y | +168.0% | +253.5% | -85.5% | +27.4% |
| All | +114.4% | +575.5% | -461.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling