+469.3%
JCI vs ET
+1,435.7%
-966.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | -3.8% | +6.9% | -10.7% | -5.4% |
| 3M | +1.9% | +13.1% | -11.2% | -1.2% |
| 6M | +11.2% | +18.7% | -7.5% | +6.4% |
| YTD | +22.9% | +37.4% | -14.5% | +13.5% |
| 1Y | +37.4% | +34.8% | +2.6% | +27.4% |
| 3Y | +167.8% | +96.8% | +71.0% | +127.0% |
| 5Y | +115.0% | +238.2% | -123.2% | +59.5% |
| 10Y | +325.3% | +159.4% | +165.9% | +210.6% |
| All | +469.3% | +1,435.7% | -966.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling