+340.5%
JCI vs EAT
+374.9%
-34.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.4% |
| 7D | +0.7% | -7.7% | +8.4% | +2.2% |
| 30D | -4.4% | -13.6% | +9.1% | -1.9% |
| 3M | +1.7% | +33.9% | -32.2% | -4.4% |
| 6M | +8.8% | +47.2% | -38.4% | -0.3% |
| YTD | +22.6% | +48.1% | -25.4% | +11.8% |
| 1Y | +36.2% | +33.7% | +2.5% | +25.9% |
| 3Y | +168.0% | +595.8% | -427.8% | +71.7% |
| 5Y | +113.5% | +314.4% | -200.9% | +45.3% |
| All | +340.5% | +374.9% | -34.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling