+27.7%
JCI vs NVT
+3.0%
+24.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -12.7% | +6.5% | -0.6% |
| 7D | -10.7% | -19.5% | +8.8% | -2.0% |
| 30D | -10.4% | -32.4% | +22.0% | +5.4% |
| 3M | -8.3% | -30.3% | +22.1% | +6.2% |
| 6M | -2.1% | -30.4% | +28.3% | +13.2% |
| YTD | +18.4% | +11.3% | +7.0% | +13.6% |
| 1Y | +27.7% | +3.6% | +24.1% | +26.7% |
| All | +27.7% | +3.0% | +24.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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