+108.8%
JCI vs EWJ
+47.6%
+61.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | +0.4% | -1.5% | +1.9% | +1.6% |
| 30D | -7.7% | +0.2% | -7.9% | -7.9% |
| 3M | +2.8% | +8.6% | -5.8% | -3.9% |
| 6M | +7.2% | +12.1% | -4.9% | -2.3% |
| YTD | +20.0% | +20.1% | -0.1% | +3.0% |
| 1Y | +33.3% | +25.2% | +8.1% | +10.5% |
| 3Y | +161.3% | +70.8% | +90.6% | +62.8% |
| 5Y | +108.8% | +49.2% | +59.6% | +42.4% |
| All | +108.8% | +47.6% | +61.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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