+368.0%
JCI vs FXI
+204.0%
+164.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.0% |
| 7D | +2.9% | -1.9% | +4.8% | +3.6% |
| 30D | -6.9% | -0.6% | -6.3% | -7.0% |
| 3M | -6.3% | -4.9% | -1.4% | -4.9% |
| 6M | +2.6% | -8.8% | +11.4% | +5.5% |
| YTD | +21.8% | -10.7% | +32.6% | +26.2% |
| 1Y | +19.6% | -15.2% | +34.9% | +26.4% |
| 3Y | +194.9% | +42.5% | +152.5% | +146.1% |
| 5Y | +108.1% | -7.8% | +116.0% | +98.9% |
| 10Y | +307.6% | +20.0% | +287.6% | +238.0% |
| All | +368.0% | +204.0% | +164.1% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling