+1,381.0%
NET vs JCI
+264.3%
+1,116.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | +0.4% |
| 7D | -16.4% | -10.7% | -5.7% | -11.6% |
| 30D | -25.8% | -10.4% | -15.4% | -21.8% |
| 3M | -11.5% | -8.3% | -3.3% | -8.3% |
| 6M | +18.9% | -2.1% | +21.1% | +18.4% |
| YTD | +35.2% | +18.4% | +16.8% | +20.7% |
| 1Y | +14.5% | +27.7% | -13.2% | -2.2% |
| 3Y | +313.8% | +185.3% | +128.5% | +133.1% |
| 5Y | +32.6% | +108.8% | -76.2% | -19.6% |
| All | +1,381.0% | +264.3% | +1,116.7% | +957.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling