+166.8%
JCI vs ESTC
+18.2%
+148.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.2% |
| 7D | +3.8% | -8.1% | +11.9% | +4.3% |
| 30D | -5.7% | +31.7% | -37.4% | -7.5% |
| 3M | -1.4% | +41.1% | -42.4% | -3.8% |
| 6M | +4.1% | +77.1% | -72.9% | -0.7% |
| YTD | +21.7% | +21.7% | 0.0% | +20.3% |
| 1Y | +36.1% | +8.4% | +27.8% | +35.8% |
| All | +166.8% | +18.2% | +148.6% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling