+367.8%
JCI vs FXI
+221.5%
+146.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +3.8% | +1.0% | +2.8% | +3.4% |
| 30D | -5.7% | -0.6% | -5.1% | -5.5% |
| 3M | -1.4% | +1.9% | -3.3% | -2.3% |
| 6M | +4.1% | -0.2% | +4.3% | +3.9% |
| YTD | +21.7% | -5.6% | +27.3% | +24.0% |
| 1Y | +36.1% | -4.7% | +40.8% | +37.9% |
| 3Y | +154.4% | +38.0% | +116.4% | +115.9% |
| 5Y | +112.0% | -2.7% | +114.7% | +98.5% |
| 10Y | +322.2% | +19.9% | +302.3% | +252.1% |
| All | +367.8% | +221.5% | +146.3% | +141.2% |
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