+199.8%
TER vs JCI
+37.7%
+162.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +2.6% |
| 7D | +0.6% | +3.8% | -3.3% | -4.9% |
| 30D | -8.3% | -5.7% | -2.6% | +0.1% |
| 3M | -12.2% | -1.4% | -10.9% | -8.2% |
| 6M | +17.0% | +4.1% | +12.9% | +15.1% |
| YTD | +84.6% | +21.7% | +62.9% | +56.7% |
| 1Y | +199.8% | +36.1% | +163.7% | +123.7% |
| All | +199.8% | +37.7% | +162.1% | +123.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling