+2,307.7%
JCI vs EFX
+6,408.3%
-4,100.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +4.0% |
| 7D | +3.8% | -8.6% | +12.5% | +6.8% |
| 30D | -5.7% | +0.1% | -5.8% | -6.1% |
| 3M | -1.4% | +3.8% | -5.2% | -4.1% |
| 6M | +4.1% | -13.5% | +17.6% | +6.8% |
| YTD | +21.7% | -17.7% | +39.4% | +26.0% |
| 1Y | +36.1% | -25.6% | +61.7% | +45.0% |
| 3Y | +154.4% | -12.1% | +166.5% | +149.1% |
| 5Y | +112.0% | -33.8% | +145.8% | +124.2% |
| 10Y | +322.2% | +45.1% | +277.1% | +228.7% |
| All | +2,307.7% | +6,408.3% | -4,100.5% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling