+466.0%
JCI vs ESI
+224.6%
+241.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.1% |
| 7D | +3.8% | +3.3% | +0.5% | +2.8% |
| 30D | -5.7% | -5.9% | +0.2% | -4.1% |
| 3M | -1.4% | -14.1% | +12.7% | +2.6% |
| 6M | +4.1% | +6.6% | -2.4% | +1.5% |
| YTD | +21.7% | +45.0% | -23.3% | +8.2% |
| 1Y | +36.1% | +41.5% | -5.3% | +21.4% |
| 3Y | +154.4% | +78.8% | +75.7% | +110.3% |
| 5Y | +112.0% | +70.9% | +41.1% | +75.5% |
| 10Y | +322.2% | +317.1% | +5.2% | +179.4% |
| All | +466.0% | +224.6% | +241.4% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling