+426.1%
JCI vs EFV
+258.8%
+167.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +3.8% | +1.5% | +2.3% | +2.6% |
| 30D | -5.7% | +1.7% | -7.4% | -7.0% |
| 3M | -1.4% | +8.6% | -10.0% | -7.5% |
| 6M | +4.1% | +11.7% | -7.5% | -4.4% |
| YTD | +21.7% | +19.3% | +2.5% | +6.2% |
| 1Y | +36.1% | +30.2% | +5.9% | +11.0% |
| 3Y | +154.4% | +91.6% | +62.9% | +53.8% |
| 5Y | +112.0% | +96.4% | +15.6% | +26.2% |
| 10Y | +322.2% | +166.5% | +155.7% | +100.2% |
| All | +426.1% | +258.8% | +167.2% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling