+361.4%
JCI vs FXI
+200.0%
+161.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +8.4% | -4.2% | +12.6% | +10.2% |
| 30D | -8.9% | -2.0% | -6.9% | -8.4% |
| 3M | -6.4% | -5.0% | -1.5% | -5.0% |
| 6M | +1.6% | -9.6% | +11.3% | +5.0% |
| YTD | +20.1% | -11.9% | +32.0% | +25.1% |
| 1Y | +17.2% | -16.7% | +33.9% | +24.7% |
| 3Y | +190.7% | +40.6% | +150.1% | +143.8% |
| 5Y | +99.9% | -9.1% | +109.0% | +92.0% |
| 10Y | +301.8% | +18.4% | +283.4% | +234.9% |
| All | +361.4% | +200.0% | +161.3% | +143.3% |
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