+2,257.0%
JCI vs ED
+2,457.0%
-200.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | -6.8% | +10.5% | -17.3% | -10.1% |
| 6M | +2.0% | +13.2% | -11.2% | -2.7% |
| YTD | +19.2% | +22.1% | -3.0% | +10.6% |
| 1Y | +16.7% | +24.2% | -7.4% | +7.7% |
| 3Y | +194.3% | +46.9% | +147.4% | +151.4% |
| 5Y | +103.0% | +80.8% | +22.2% | +60.3% |
| 10Y | +301.7% | +134.3% | +167.5% | +181.2% |
| All | +2,257.0% | +2,457.0% | -200.0% | +628.5% |
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