+340.5%
JCI vs EVRG
+113.9%
+226.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -4.4% | -1.2% | -3.2% | -4.0% |
| 3M | +1.7% | -0.6% | +2.3% | +1.7% |
| 6M | +8.8% | +2.4% | +6.4% | +7.4% |
| YTD | +22.6% | +15.5% | +7.2% | +15.3% |
| 1Y | +36.2% | +16.8% | +19.4% | +27.3% |
| 3Y | +168.0% | +75.0% | +93.0% | +111.0% |
| 5Y | +113.5% | +49.3% | +64.1% | +77.8% |
| All | +340.5% | +113.9% | +226.5% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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