+103.0%
JCI vs ED
+82.1%
+21.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.5% |
| 30D | -10.1% | +11.6% | -21.7% | -11.5% |
| 3M | -6.8% | +10.5% | -17.3% | -8.1% |
| 6M | +2.0% | +13.2% | -11.2% | -0.1% |
| YTD | +19.2% | +22.1% | -3.0% | +15.0% |
| 1Y | +16.7% | +24.2% | -7.4% | +12.2% |
| 3Y | +194.3% | +46.9% | +147.4% | +160.1% |
| 5Y | +103.0% | +80.8% | +22.2% | +59.7% |
| All | +103.0% | +82.1% | +21.0% | +59.7% |
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 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