+113.6%
JCI vs NVTS
-20.2%
+133.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.2% |
| 7D | +0.4% | +0.5% | 0.0% | +0.4% |
| 30D | -7.7% | -18.0% | +10.3% | -6.7% |
| 3M | +2.8% | -45.6% | +48.4% | +5.9% |
| 6M | +7.2% | +28.5% | -21.2% | +4.1% |
| YTD | +20.0% | +56.2% | -36.2% | +14.3% |
| 1Y | +33.3% | +97.7% | -64.4% | +23.9% |
| 3Y | +161.3% | +35.0% | +126.3% | +140.3% |
| All | +113.6% | -20.2% | +133.8% | +83.9% |
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