+307.6%
JCI vs ESI
+323.9%
-16.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.9% |
| 7D | +2.9% | +1.8% | +1.1% | +2.2% |
| 30D | -6.9% | -6.6% | -0.4% | -4.2% |
| 3M | -6.3% | -9.4% | +3.1% | -2.6% |
| 6M | +2.6% | -24.1% | +26.7% | +13.6% |
| YTD | +21.8% | +37.1% | -15.3% | +5.2% |
| 1Y | +19.6% | +24.5% | -4.9% | +7.1% |
| 3Y | +194.9% | +83.2% | +111.8% | +120.8% |
| 5Y | +108.1% | +44.0% | +64.2% | +67.5% |
| 10Y | +307.6% | +332.8% | -25.2% | +132.2% |
| All | +307.6% | +323.9% | -16.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling