+36.1%
JCI vs NVD
-61.9%
+98.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.8% |
| 7D | +3.8% | -11.1% | +14.9% | +2.6% |
| 30D | -5.7% | -13.3% | +7.6% | -6.6% |
| 3M | -1.4% | -19.8% | +18.4% | -2.9% |
| 6M | +4.1% | -48.8% | +52.9% | -1.6% |
| YTD | +21.7% | -49.7% | +71.4% | +15.0% |
| 1Y | +36.1% | -61.4% | +97.5% | +24.7% |
| All | +36.1% | -61.9% | +98.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling