+108.1%
JCI vs NTAP
+122.6%
-14.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.1% |
| 7D | +2.9% | -2.4% | +5.3% | +3.8% |
| 30D | -6.9% | -23.4% | +16.5% | +1.4% |
| 3M | -6.3% | -7.5% | +1.2% | -4.0% |
| 6M | +2.6% | +56.4% | -53.8% | -13.6% |
| YTD | +21.8% | +73.6% | -51.8% | -2.2% |
| 1Y | +19.6% | +68.4% | -48.8% | -3.0% |
| 3Y | +194.9% | +150.6% | +44.4% | +95.7% |
| 5Y | +108.1% | +122.5% | -14.3% | +39.3% |
| All | +108.1% | +122.6% | -14.5% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling