+307.6%
JCI vs ED
+141.1%
+166.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | -6.9% | +11.2% | -18.1% | -9.6% |
| 3M | -6.3% | +11.8% | -18.1% | -9.1% |
| 6M | +2.6% | +14.1% | -11.5% | -1.4% |
| YTD | +21.8% | +23.0% | -1.2% | +14.5% |
| 1Y | +19.6% | +23.7% | -4.0% | +12.2% |
| 3Y | +194.9% | +47.7% | +147.2% | +155.8% |
| 5Y | +108.1% | +82.6% | +25.5% | +67.1% |
| 10Y | +307.6% | +141.8% | +165.9% | +213.9% |
| All | +307.6% | +141.1% | +166.6% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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