+190.4%
ETN vs JCI
+111.7%
+78.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +2.3% |
| 7D | +3.5% | +0.7% | +2.8% | +3.0% |
| 30D | -7.5% | -4.4% | -3.1% | -4.3% |
| 3M | +8.3% | +1.7% | +6.7% | +7.5% |
| 6M | +20.2% | +8.8% | +11.4% | +14.1% |
| YTD | +34.7% | +22.6% | +12.0% | +17.2% |
| 1Y | +19.4% | +36.2% | -16.8% | -3.6% |
| 3Y | +85.5% | +168.0% | -82.5% | -5.3% |
| All | +190.4% | +111.7% | +78.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 5y: compounded portfolio wealth divided by compounded JCI 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…
5y analysis · Full analysis span regression · 6 months rolling