+341.0%
JCI vs EIX
+19.9%
+321.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.1% |
| 7D | +4.1% | +4.1% | 0.0% | +2.8% |
| 30D | -3.8% | -15.3% | +11.5% | -0.5% |
| 3M | -1.6% | -18.4% | +16.8% | +2.5% |
| 6M | +9.5% | -16.8% | +26.4% | +13.3% |
| YTD | +21.7% | -0.6% | +22.3% | +18.7% |
| 1Y | +37.1% | +10.7% | +26.5% | +28.8% |
| 3Y | +165.2% | -4.5% | +169.7% | +155.4% |
| 5Y | +110.3% | +24.0% | +86.2% | +83.8% |
| 10Y | +341.0% | +22.9% | +318.1% | +270.8% |
| All | +341.0% | +19.9% | +321.1% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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