+293.5%
JCI vs EFX
+80.5%
+213.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | -8.6% | +25.1% | -33.7% | -15.4% |
| 3M | -7.7% | +1.7% | -9.4% | -9.4% |
| 6M | -2.6% | +18.4% | -20.9% | -10.3% |
| YTD | +17.4% | -12.5% | +29.9% | +18.5% |
| 1Y | +16.9% | -8.1% | +25.0% | +15.8% |
| 3Y | +186.7% | +4.8% | +182.0% | +158.7% |
| 5Y | +95.4% | -30.1% | +125.5% | +101.0% |
| All | +293.5% | +80.5% | +213.1% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling