+166.0%
JCI vs ELV
-7.6%
+173.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +4.1% | -2.2% | +6.3% | +4.1% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -1.6% | -6.1% | +4.5% | -1.3% |
| 6M | +9.5% | +42.8% | -33.3% | +7.8% |
| YTD | +21.7% | +14.4% | +7.3% | +20.3% |
| 1Y | +37.1% | +28.6% | +8.5% | +34.7% |
| All | +166.0% | -7.6% | +173.6% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling