+197.6%
JCI vs NTAP
+150.8%
+46.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.6% |
| 30D | -6.9% | -23.4% | +16.5% | +0.1% |
| 3M | -6.3% | -7.5% | +1.2% | -4.2% |
| 6M | +2.6% | +56.4% | -53.8% | -10.7% |
| YTD | +21.8% | +73.6% | -51.8% | +1.6% |
| 1Y | +19.6% | +68.4% | -48.8% | +0.8% |
| All | +197.6% | +150.8% | +46.8% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling