+95.0%
JCI vs EFX
-30.1%
+125.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | -8.6% | +25.1% | -33.7% | -14.0% |
| 3M | -7.7% | +1.7% | -9.4% | -8.9% |
| 6M | -2.6% | +18.4% | -20.9% | -9.0% |
| YTD | +17.4% | -12.5% | +29.9% | +19.5% |
| 1Y | +16.9% | -8.1% | +25.0% | +16.8% |
| 3Y | +186.7% | +4.8% | +182.0% | +157.3% |
| All | +95.0% | -30.1% | +125.2% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling