+348.3%
JCI vs ELF
+357.0%
-8.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | +3.8% | +5.4% | -1.5% | +3.1% |
| 30D | -5.7% | +27.0% | -32.6% | -8.8% |
| 3M | -1.4% | +113.2% | -114.6% | -11.4% |
| 6M | +4.1% | +36.6% | -32.4% | -1.2% |
| YTD | +21.7% | +44.2% | -22.5% | +13.9% |
| 1Y | +36.1% | -18.0% | +54.1% | +35.6% |
| 3Y | +154.4% | -19.9% | +174.4% | +138.6% |
| 5Y | +112.0% | +257.7% | -145.7% | +47.2% |
| All | +348.3% | +357.0% | -8.6% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling