+322.4%
NET vs JCI
+185.8%
+136.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | +0.3% |
| 7D | -16.4% | -10.7% | -5.7% | -11.8% |
| 30D | -25.8% | -10.4% | -15.4% | -21.9% |
| 3M | -11.5% | -8.3% | -3.3% | -8.2% |
| 6M | +18.9% | -2.1% | +21.1% | +18.7% |
| YTD | +35.2% | +18.4% | +16.8% | +19.2% |
| 1Y | +14.5% | +27.7% | -13.2% | -4.0% |
| All | +322.4% | +185.8% | +136.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling