+341.0%
JCI vs ESI
+308.3%
+32.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +4.1% | +3.9% | +0.2% | +2.5% |
| 30D | -3.8% | -3.8% | -0.1% | -2.5% |
| 3M | -1.6% | -13.1% | +11.5% | +3.3% |
| 6M | +9.5% | +11.3% | -1.8% | +3.7% |
| YTD | +21.7% | +44.1% | -22.4% | +3.3% |
| 1Y | +37.1% | +40.3% | -3.2% | +16.9% |
| 3Y | +165.2% | +84.1% | +81.1% | +98.8% |
| 5Y | +110.3% | +75.8% | +34.5% | +57.6% |
| 10Y | +341.0% | +320.7% | +20.3% | +137.9% |
| All | +341.0% | +308.3% | +32.7% | +137.9% |
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