+340.5%
JCI vs ET
+177.0%
+163.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -4.4% | +2.9% | -7.3% | -5.2% |
| 3M | +1.7% | +16.8% | -15.1% | -2.9% |
| 6M | +8.8% | +18.9% | -10.1% | +3.2% |
| YTD | +22.6% | +37.7% | -15.1% | +11.4% |
| 1Y | +36.2% | +32.4% | +3.8% | +25.1% |
| 3Y | +168.0% | +99.5% | +68.5% | +119.8% |
| 5Y | +113.5% | +244.0% | -130.5% | +51.0% |
| All | +340.5% | +177.0% | +163.5% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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