+108.8%
JCI vs EFX
-37.1%
+145.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -11.1% | +11.5% | +3.4% |
| 30D | -7.7% | -7.4% | -0.3% | -6.2% |
| 3M | +2.8% | +1.5% | +1.3% | +0.8% |
| 6M | +7.2% | -13.7% | +20.9% | +10.1% |
| YTD | +20.0% | -21.9% | +41.8% | +26.4% |
| 1Y | +33.3% | -30.8% | +64.0% | +46.0% |
| 3Y | +161.3% | -12.4% | +173.7% | +149.6% |
| 5Y | +108.8% | -35.9% | +144.7% | +123.4% |
| All | +108.8% | -37.1% | +145.9% | +123.4% |
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