+2,325.5%
JCI vs ETR
+4,330.6%
-2,005.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | -4.4% | -1.8% | -2.7% | -3.9% |
| 3M | +1.7% | -3.6% | +5.2% | +2.7% |
| 6M | +8.8% | +2.6% | +6.2% | +7.6% |
| YTD | +22.6% | +16.0% | +6.6% | +16.5% |
| 1Y | +36.2% | +20.1% | +16.1% | +27.9% |
| 3Y | +168.0% | +143.6% | +24.4% | +98.4% |
| 5Y | +113.5% | +124.4% | -10.9% | +60.9% |
| 10Y | +344.3% | +295.4% | +48.9% | +178.1% |
| All | +2,325.5% | +4,330.6% | -2,005.1% | +676.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling