+340.5%
JCI vs NTAP
+650.8%
-310.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.3% | -0.5% |
| 7D | +0.7% | +7.4% | -6.6% | -1.6% |
| 30D | -4.4% | -1.4% | -3.1% | -4.1% |
| 3M | +1.7% | +24.6% | -22.9% | -5.7% |
| 6M | +8.8% | +105.9% | -97.1% | -16.2% |
| YTD | +22.6% | +88.5% | -65.9% | -3.2% |
| 1Y | +36.2% | +62.1% | -25.9% | +13.0% |
| 3Y | +168.0% | +169.1% | -1.0% | +81.8% |
| 5Y | +113.5% | +141.9% | -28.4% | +47.3% |
| All | +340.5% | +650.8% | -310.3% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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