+161.2%
JCI vs NVD
-99.1%
+260.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.3% |
| 7D | +0.7% | +10.8% | -10.1% | +2.0% |
| 30D | -4.4% | +0.8% | -5.2% | -4.0% |
| 3M | +1.7% | -20.8% | +22.5% | -0.1% |
| 6M | +8.8% | -41.2% | +49.9% | +4.2% |
| YTD | +22.6% | -44.2% | +66.8% | +17.4% |
| 1Y | +36.2% | -54.2% | +90.4% | +28.5% |
| 3Y | +168.0% | -99.1% | +267.1% | +97.7% |
| All | +161.2% | -99.1% | +260.4% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling