+374.8%
JCI vs ESTC
+26.3%
+348.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.4% |
| 7D | +5.1% | -4.3% | +9.4% | +5.6% |
| 30D | -3.8% | +17.7% | -21.6% | -6.3% |
| 3M | +1.9% | +42.3% | -40.4% | -3.4% |
| 6M | +11.2% | +64.6% | -53.4% | +2.6% |
| YTD | +22.9% | +17.2% | +5.7% | +18.3% |
| 1Y | +37.4% | -4.2% | +41.6% | +35.5% |
| 3Y | +167.8% | +13.5% | +154.3% | +146.3% |
| 5Y | +115.0% | -45.5% | +160.6% | +108.7% |
| All | +374.8% | +26.3% | +348.4% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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