+32.6%
NET vs JCI
+112.0%
-79.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | +1.9% |
| 7D | -16.4% | -10.7% | -5.7% | -9.2% |
| 30D | -25.8% | -10.4% | -15.4% | -19.8% |
| 3M | -11.5% | -8.3% | -3.3% | -6.9% |
| 6M | +18.9% | -2.1% | +21.1% | +17.3% |
| YTD | +35.2% | +18.4% | +16.8% | +11.5% |
| 1Y | +14.5% | +27.7% | -13.2% | -12.3% |
| 3Y | +313.8% | +185.3% | +128.5% | +39.7% |
| 5Y | +32.6% | +108.8% | -76.2% | -42.0% |
| All | +32.6% | +112.0% | -79.4% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling