+2,307.7%
JCI vs ED
+2,217.3%
+90.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -5.7% | -0.1% | -5.5% | -5.6% |
| 3M | -1.4% | +3.9% | -5.3% | -2.9% |
| 6M | +4.1% | -3.0% | +7.2% | +4.7% |
| YTD | +21.7% | +10.7% | +11.1% | +17.1% |
| 1Y | +36.1% | +13.3% | +22.8% | +29.6% |
| 3Y | +154.4% | +34.5% | +119.9% | +124.3% |
| 5Y | +112.0% | +67.1% | +44.9% | +72.0% |
| 10Y | +322.2% | +103.0% | +219.2% | +210.8% |
| All | +2,307.7% | +2,217.3% | +90.5% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling