+115.0%
JCI vs ED
+71.7%
+43.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +1.9% | +4.6% | -2.8% | +1.0% |
| 6M | +11.2% | -2.0% | +13.2% | +11.3% |
| YTD | +22.9% | +11.7% | +11.2% | +20.2% |
| 1Y | +37.4% | +15.7% | +21.6% | +33.2% |
| 3Y | +167.8% | +34.4% | +133.5% | +140.6% |
| 5Y | +115.0% | +67.3% | +47.7% | +82.2% |
| All | +115.0% | +71.7% | +43.4% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling