+425.7%
JCI vs NVT
+732.7%
-307.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -1.0% |
| 7D | +5.1% | +10.4% | -5.3% | +0.2% |
| 30D | -3.8% | -1.3% | -2.5% | -3.5% |
| 3M | +1.9% | -0.6% | +2.5% | +1.2% |
| 6M | +11.2% | +53.8% | -42.6% | -11.5% |
| YTD | +22.9% | +60.2% | -37.2% | -4.7% |
| 1Y | +37.4% | +76.8% | -39.4% | +0.5% |
| 3Y | +167.8% | +191.2% | -23.4% | +44.8% |
| 5Y | +115.0% | +430.9% | -315.9% | -15.7% |
| All | +425.7% | +732.7% | -307.0% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling