+37.1%
JCI vs ELF
-27.0%
+64.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | +4.1% | -6.8% | +10.9% | +4.2% |
| 30D | -3.8% | +5.1% | -8.9% | -3.9% |
| 3M | -1.6% | +79.8% | -81.4% | -2.8% |
| 6M | +9.5% | +29.7% | -20.2% | +8.8% |
| YTD | +21.7% | +31.6% | -9.9% | +20.7% |
| 1Y | +37.1% | -27.9% | +65.1% | +37.3% |
| All | +37.1% | -27.0% | +64.2% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling