+27.7%
JCI vs ELV
+42.6%
-15.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.9% | -11.2% | -6.0% |
| 7D | -10.7% | +4.8% | -15.5% | -10.4% |
| 30D | -10.4% | +10.1% | -20.5% | -10.3% |
| 3M | -8.3% | +15.4% | -23.6% | -8.3% |
| 6M | -2.1% | +17.7% | -19.9% | -2.0% |
| YTD | +18.4% | +25.7% | -7.3% | +15.5% |
| 1Y | +27.7% | +39.9% | -12.2% | +22.9% |
| All | +27.7% | +42.6% | -15.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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