+111.9%
JCI vs ELV
+13.8%
+98.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -1.6% | -6.1% | +4.5% | -1.0% |
| 6M | +9.5% | +42.8% | -33.3% | +4.3% |
| YTD | +21.7% | +14.4% | +7.3% | +18.6% |
| 1Y | +37.1% | +28.6% | +8.5% | +31.0% |
| 3Y | +165.2% | -7.4% | +172.6% | +165.3% |
| All | +111.9% | +13.8% | +98.1% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling