+341.0%
JCI vs FXI
+13.0%
+328.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +4.1% | -2.8% | +6.9% | +5.0% |
| 30D | -3.8% | -5.3% | +1.5% | -2.2% |
| 3M | -1.6% | +0.3% | -2.0% | -2.0% |
| 6M | +9.5% | -4.6% | +14.1% | +10.9% |
| YTD | +21.7% | -9.1% | +30.8% | +25.1% |
| 1Y | +37.1% | -12.0% | +49.1% | +42.2% |
| 3Y | +165.2% | +38.6% | +126.5% | +130.3% |
| 5Y | +110.3% | -6.6% | +116.9% | +107.4% |
| 10Y | +341.0% | +15.0% | +326.0% | +271.5% |
| All | +341.0% | +13.0% | +328.0% | +271.5% |
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