+116.9%
JCI vs ESTC
-46.4%
+163.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.4% |
| 7D | +3.8% | -8.1% | +11.9% | +4.7% |
| 30D | -5.7% | +31.7% | -37.4% | -9.1% |
| 3M | -1.4% | +41.1% | -42.4% | -6.0% |
| 6M | +4.1% | +77.1% | -72.9% | -4.2% |
| YTD | +21.7% | +21.7% | 0.0% | +17.3% |
| 1Y | +36.1% | +8.4% | +27.8% | +32.7% |
| 3Y | +154.4% | +23.6% | +130.8% | +131.5% |
| All | +116.9% | -46.4% | +163.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling