+114.7%
JCI vs ETHA
-30.3%
+145.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -5.7% | +27.9% | -33.6% | -9.0% |
| 3M | -1.4% | +38.3% | -39.7% | -6.2% |
| 6M | +4.1% | +14.0% | -9.8% | +1.5% |
| YTD | +21.7% | -17.4% | +39.2% | +23.3% |
| 1Y | +36.1% | -42.7% | +78.8% | +44.9% |
| All | +114.7% | -30.3% | +145.0% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling