+293.5%
JCI vs ED
+147.1%
+146.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.6% |
| 7D | +3.2% | +2.1% | +1.1% | +2.7% |
| 30D | -8.6% | +10.4% | -19.0% | -11.0% |
| 3M | -7.7% | +12.5% | -20.3% | -10.7% |
| 6M | -2.6% | +14.9% | -17.5% | -6.5% |
| YTD | +17.4% | +24.8% | -7.5% | +9.9% |
| 1Y | +16.9% | +23.8% | -6.9% | +9.7% |
| 3Y | +186.7% | +51.6% | +135.1% | +146.9% |
| 5Y | +95.4% | +86.4% | +8.9% | +56.0% |
| All | +293.5% | +147.1% | +146.5% | +202.0% |
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