+166.0%
JCI vs ETR
+148.1%
+17.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | -3.8% | +2.0% | -5.9% | -4.4% |
| 3M | -1.6% | -1.7% | 0.0% | -1.3% |
| 6M | +9.5% | +3.6% | +5.9% | +8.0% |
| YTD | +21.7% | +18.0% | +3.7% | +15.2% |
| 1Y | +37.1% | +26.2% | +10.9% | +27.1% |
| All | +166.0% | +148.1% | +17.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling