+95.0%
JCI vs NVTS
-54.3%
+149.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -1.8% |
| 7D | +3.2% | +3.9% | -0.8% | +2.9% |
| 30D | -8.6% | -4.3% | -4.3% | -8.5% |
| 3M | -7.7% | -34.5% | +26.7% | -5.6% |
| 6M | -2.6% | -57.7% | +55.2% | +1.4% |
| YTD | +17.4% | +25.4% | -8.0% | +13.1% |
| 1Y | +16.9% | +13.1% | +3.8% | +13.2% |
| 3Y | +186.7% | +48.9% | +137.8% | +158.0% |
| All | +95.0% | -54.3% | +149.3% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling