+20,176.5%
ETN vs JCI
+2,331.2%
+17,845.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +6.2% | +4.1% | +2.2% | +4.9% |
| 30D | -6.7% | -3.8% | -2.8% | -5.5% |
| 3M | +3.6% | -1.6% | +5.3% | +4.6% |
| 6M | +18.3% | +9.5% | +8.8% | +15.8% |
| YTD | +31.5% | +21.7% | +9.7% | +24.4% |
| 1Y | +20.6% | +37.1% | -16.6% | +10.1% |
| 3Y | +82.5% | +165.2% | -82.6% | +37.7% |
| 5Y | +177.8% | +110.3% | +67.5% | +123.5% |
| 10Y | +705.0% | +341.0% | +364.0% | +433.3% |
| All | +20,176.5% | +2,331.2% | +17,845.3% | +7,803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling