+103.2%
JCI vs ESI
+39.6%
+63.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -5.9% | -6.6% | +0.8% | -2.7% |
| 30D | -10.4% | -9.8% | -0.5% | -5.9% |
| 3M | -6.1% | -11.9% | +5.8% | -0.7% |
| 6M | +1.7% | -25.1% | +26.8% | +14.8% |
| YTD | +18.9% | +31.9% | -13.0% | +1.7% |
| 1Y | +16.1% | +19.2% | -3.1% | +3.9% |
| 3Y | +187.8% | +76.2% | +111.7% | +102.4% |
| 5Y | +103.2% | +39.4% | +63.8% | +57.2% |
| All | +103.2% | +39.6% | +63.6% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling