+186.7%
JCI vs NVD
-98.4%
+285.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -1.7% |
| 7D | +3.2% | +28.6% | -25.4% | +6.8% |
| 30D | -8.6% | +73.6% | -82.2% | -0.8% |
| 3M | -7.7% | +70.1% | -77.8% | +0.5% |
| 6M | -2.6% | +53.6% | -56.1% | +6.0% |
| YTD | +17.4% | -7.0% | +24.4% | +21.6% |
| 1Y | +16.9% | -9.0% | +25.9% | +21.3% |
| 3Y | +186.7% | -98.3% | +285.1% | +157.2% |
| All | +186.7% | -98.4% | +285.1% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling