+114.4%
JCI vs ET
+241.8%
-127.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.6% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -4.4% | +2.9% | -7.3% | -5.5% |
| 3M | +1.7% | +16.8% | -15.1% | -4.4% |
| 6M | +8.8% | +18.9% | -10.1% | +1.3% |
| YTD | +22.6% | +37.7% | -15.1% | +7.5% |
| 1Y | +36.2% | +32.4% | +3.8% | +21.1% |
| 3Y | +168.0% | +99.5% | +68.5% | +105.7% |
| All | +114.4% | +241.8% | -127.4% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling