+115.0%
JCI vs EL
-67.4%
+182.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | -3.8% | +15.5% | -19.3% | -7.2% |
| 3M | +1.9% | +20.6% | -18.7% | -2.7% |
| 6M | +11.2% | +10.5% | +0.7% | +7.3% |
| YTD | +22.9% | -1.9% | +24.8% | +20.7% |
| 1Y | +37.4% | +16.1% | +21.3% | +28.2% |
| 3Y | +167.8% | -30.2% | +198.1% | +177.8% |
| 5Y | +115.0% | -67.4% | +182.4% | +208.5% |
| All | +115.0% | -67.4% | +182.4% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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