+95.0%
JCI vs EFV
+93.2%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.6% |
| 7D | +3.2% | +2.5% | +0.6% | +0.9% |
| 30D | -8.6% | +2.9% | -11.5% | -11.2% |
| 3M | -7.7% | -1.4% | -6.3% | -6.7% |
| 6M | -2.6% | +5.5% | -8.1% | -7.7% |
| YTD | +17.4% | +16.1% | +1.3% | +1.5% |
| 1Y | +16.9% | +20.3% | -3.4% | -2.2% |
| 3Y | +186.7% | +90.4% | +96.3% | +52.4% |
| All | +95.0% | +93.2% | +1.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling