+118.3%
JCI vs NVTS
-16.8%
+135.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.0% |
| 7D | +0.7% | -1.4% | +2.2% | +0.8% |
| 30D | -4.4% | -16.5% | +12.1% | -3.5% |
| 3M | +1.7% | -47.6% | +49.3% | +5.0% |
| 6M | +8.8% | +7.3% | +1.5% | +6.7% |
| YTD | +22.6% | +62.9% | -40.2% | +16.6% |
| 1Y | +36.2% | +91.3% | -55.1% | +26.9% |
| 3Y | +168.0% | +43.4% | +124.6% | +145.3% |
| All | +118.3% | -16.8% | +135.2% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling