+168.0%
JCI vs EQH
+100.2%
+67.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -4.4% | +2.8% | -7.3% | -5.4% |
| 3M | +1.7% | +23.1% | -21.4% | -6.0% |
| 6M | +8.8% | +41.4% | -32.6% | -5.2% |
| YTD | +22.6% | +14.3% | +8.4% | +15.8% |
| 1Y | +36.2% | +1.6% | +34.6% | +34.9% |
| 3Y | +168.0% | +102.7% | +65.3% | +100.7% |
| All | +168.0% | +100.2% | +67.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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