+36.1%
JCI vs EFV
+30.7%
+5.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +3.8% | +1.5% | +2.3% | +2.4% |
| 30D | -5.7% | +1.7% | -7.4% | -7.2% |
| 3M | -1.4% | +8.6% | -10.0% | -9.0% |
| 6M | +4.1% | +11.7% | -7.5% | -6.6% |
| YTD | +21.7% | +19.3% | +2.5% | +1.4% |
| 1Y | +36.1% | +30.2% | +5.9% | +4.0% |
| All | +36.1% | +30.7% | +5.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling