+166.0%
JCI vs EFV
+88.7%
+77.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.5% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | -1.6% | +8.4% | -10.1% | -8.5% |
| 6M | +9.5% | +12.3% | -2.8% | -1.4% |
| YTD | +21.7% | +17.4% | +4.3% | +5.5% |
| 1Y | +37.1% | +27.1% | +10.0% | +11.0% |
| All | +166.0% | +88.7% | +77.3% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling