+293.5%
JCI vs FXI
+19.2%
+274.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | -4.2% | +7.4% | +4.5% |
| 30D | -8.6% | -1.1% | -7.5% | -8.5% |
| 3M | -7.7% | -4.0% | -3.8% | -6.9% |
| 6M | -2.6% | -11.8% | +9.3% | +0.9% |
| YTD | +17.4% | -11.9% | +29.3% | +21.4% |
| 1Y | +16.9% | -16.1% | +33.0% | +22.8% |
| 3Y | +186.7% | +38.8% | +148.0% | +148.2% |
| 5Y | +95.4% | -9.1% | +104.4% | +94.3% |
| All | +293.5% | +19.2% | +274.3% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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