+330.8%
JCI vs ETR
+298.4%
+32.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | +0.4% | -1.9% | +2.3% | +1.2% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | +2.8% | -3.7% | +6.5% | +4.1% |
| 6M | +7.2% | +2.1% | +5.2% | +5.9% |
| YTD | +20.0% | +16.5% | +3.5% | +12.3% |
| 1Y | +33.3% | +22.5% | +10.7% | +22.1% |
| 3Y | +161.3% | +144.7% | +16.6% | +77.9% |
| 5Y | +108.8% | +125.2% | -16.4% | +45.2% |
| All | +330.8% | +298.4% | +32.4% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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