+118.9%
JCI vs NVTS
-14.2%
+133.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +5.1% | +9.7% | -4.6% | +4.5% |
| 30D | -3.8% | -13.6% | +9.8% | -3.1% |
| 3M | +1.9% | -51.0% | +52.9% | +5.6% |
| 6M | +11.2% | +46.3% | -35.1% | +7.1% |
| YTD | +22.9% | +68.1% | -45.1% | +16.7% |
| 1Y | +37.4% | +113.9% | -76.5% | +27.1% |
| 3Y | +167.8% | +45.3% | +122.6% | +145.2% |
| All | +118.9% | -14.2% | +133.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVTS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling