+330.8%
JCI vs ED
+109.0%
+221.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | -7.7% | +0.1% | -7.8% | -7.8% |
| 3M | +2.8% | 0.0% | +2.8% | +2.5% |
| 6M | +7.2% | -2.5% | +9.8% | +7.6% |
| YTD | +20.0% | +10.1% | +9.8% | +16.3% |
| 1Y | +33.3% | +13.6% | +19.7% | +27.8% |
| 3Y | +161.3% | +32.4% | +128.9% | +133.8% |
| 5Y | +108.8% | +69.9% | +38.9% | +70.9% |
| All | +330.8% | +109.0% | +221.8% | +244.7% |
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