+356.2%
JCI vs NTR
+103.7%
+252.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | +0.5% | +3.5% | +3.9% |
| 30D | -3.8% | +21.7% | -25.6% | -9.4% |
| 3M | -1.6% | +22.8% | -24.4% | -7.7% |
| 6M | +9.5% | +8.2% | +1.3% | +5.8% |
| YTD | +21.7% | +32.9% | -11.2% | +9.9% |
| 1Y | +37.1% | +45.3% | -8.2% | +19.8% |
| 3Y | +165.2% | +41.7% | +123.5% | +128.6% |
| 5Y | +110.3% | +49.8% | +60.5% | +58.7% |
| All | +356.2% | +103.7% | +252.5% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 all: compounded portfolio wealth divided by compounded NTR 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…
all analysis · Full analysis span regression · 6 months rolling