+363.7%
JCI vs ESTC
+27.2%
+336.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | +8.4% | +5.8% | +2.7% | +7.7% |
| 30D | -8.9% | -5.6% | -3.3% | -8.3% |
| 3M | -6.4% | +15.4% | -21.9% | -8.7% |
| 6M | +1.6% | +77.8% | -76.2% | -6.9% |
| YTD | +20.1% | +18.1% | +2.0% | +15.3% |
| 1Y | +17.2% | -3.7% | +20.9% | +15.7% |
| 3Y | +190.7% | +16.9% | +173.9% | +166.5% |
| 5Y | +99.9% | -51.2% | +151.1% | +97.4% |
| All | +363.7% | +27.2% | +336.4% | +245.5% |
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