+27.7%
JCI vs NI
+9.5%
+18.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -6.6% |
| 7D | -10.7% | +3.9% | -14.6% | -11.6% |
| 30D | -10.4% | +15.3% | -25.7% | -14.1% |
| 3M | -8.3% | +2.4% | -10.7% | -9.1% |
| 6M | -2.1% | -4.5% | +2.4% | -1.2% |
| YTD | +18.4% | +11.4% | +7.0% | +13.5% |
| 1Y | +27.7% | +8.5% | +19.2% | +23.4% |
| All | +27.7% | +9.5% | +18.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling