+340.5%
JCI vs NI
+143.3%
+197.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -4.4% | -1.4% | -3.1% | -3.9% |
| 3M | +1.7% | -10.6% | +12.2% | +5.9% |
| 6M | +8.8% | -9.3% | +18.1% | +12.6% |
| YTD | +22.6% | +1.1% | +21.5% | +21.6% |
| 1Y | +36.2% | +3.4% | +32.8% | +33.6% |
| 3Y | +168.0% | +67.9% | +100.1% | +116.0% |
| 5Y | +113.5% | +98.0% | +15.5% | +60.3% |
| All | +340.5% | +143.3% | +197.2% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling