+37.4%
JCI vs ESTC
+0.7%
+36.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +0.6% |
| 7D | +5.1% | -4.3% | +9.4% | +4.7% |
| 30D | -3.8% | +17.7% | -21.6% | -1.9% |
| 3M | +1.9% | +42.3% | -40.4% | +6.3% |
| 6M | +11.2% | +64.6% | -53.4% | +18.5% |
| YTD | +22.9% | +17.2% | +5.7% | +29.1% |
| 1Y | +37.4% | -4.2% | +41.6% | +46.5% |
| All | +37.4% | +0.7% | +36.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling