+1,514.9%
JCI vs EWJ
+155.8%
+1,359.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +5.1% | +2.9% | +2.2% | +3.4% |
| 30D | -3.8% | +1.1% | -4.9% | -4.5% |
| 3M | +1.9% | +7.1% | -5.2% | -2.0% |
| 6M | +11.2% | +16.2% | -5.0% | +2.1% |
| YTD | +22.9% | +22.0% | +1.0% | +9.7% |
| 1Y | +37.4% | +26.2% | +11.2% | +20.1% |
| 3Y | +167.8% | +73.5% | +94.4% | +95.1% |
| 5Y | +115.0% | +52.7% | +62.3% | +68.6% |
| 10Y | +325.3% | +138.5% | +186.8% | +165.2% |
| All | +1,514.9% | +155.8% | +1,359.1% | +748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling