+340.5%
JCI vs EFX
+42.6%
+297.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.1% |
| 7D | +0.7% | -4.5% | +5.3% | +2.2% |
| 30D | -4.4% | -6.1% | +1.6% | -3.0% |
| 3M | +1.7% | +6.2% | -4.5% | -1.9% |
| 6M | +8.8% | -11.2% | +20.0% | +10.7% |
| YTD | +22.6% | -21.4% | +44.0% | +29.2% |
| 1Y | +36.2% | -34.3% | +70.5% | +52.8% |
| 3Y | +168.0% | -12.5% | +180.5% | +159.4% |
| 5Y | +113.5% | -35.6% | +149.0% | +126.4% |
| All | +340.5% | +42.6% | +297.9% | +246.1% |
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