+116.8%
JCI vs ETHA
-29.6%
+146.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +5.1% | +2.7% | +2.4% | +4.7% |
| 30D | -3.8% | +29.4% | -33.2% | -7.3% |
| 3M | +1.9% | +47.2% | -45.3% | -3.8% |
| 6M | +11.2% | +25.4% | -14.2% | +7.0% |
| YTD | +22.9% | -16.5% | +39.5% | +24.4% |
| 1Y | +37.4% | -42.3% | +79.7% | +46.1% |
| All | +116.8% | -29.6% | +146.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ETHA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling