+351.6%
JCI vs ELF
+303.8%
+47.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +0.7% | -11.6% | +12.4% | +2.4% |
| 30D | -4.4% | +4.6% | -9.1% | -5.2% |
| 3M | +1.7% | +59.7% | -58.0% | -5.0% |
| 6M | +8.8% | +21.2% | -12.4% | +4.9% |
| YTD | +22.6% | +27.4% | -4.8% | +16.6% |
| 1Y | +36.2% | -29.8% | +66.0% | +38.6% |
| 3Y | +168.0% | -28.5% | +196.5% | +154.9% |
| 5Y | +113.5% | +220.0% | -106.6% | +50.3% |
| All | +351.6% | +303.8% | +47.8% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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