+200.0%
JCI vs ELV
+2,409.5%
-2,209.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.8% | +2.0% | -5.8% | -4.4% |
| 3M | +1.9% | -3.5% | +5.4% | +2.4% |
| 6M | +11.2% | +40.2% | -29.0% | +0.2% |
| YTD | +22.9% | +15.8% | +7.1% | +15.8% |
| 1Y | +37.4% | +33.2% | +4.2% | +23.8% |
| 3Y | +167.8% | -6.2% | +174.1% | +159.9% |
| 5Y | +115.0% | +16.4% | +98.6% | +91.5% |
| 10Y | +325.3% | +259.8% | +65.6% | +154.8% |
| All | +200.0% | +2,409.5% | -2,209.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling