+1,895.7%
TER vs JCI
+323.6%
+1,572.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.9% |
| 7D | +12.4% | +4.1% | +8.3% | +9.0% |
| 30D | +5.1% | -3.8% | +9.0% | +8.5% |
| 3M | +4.0% | -1.6% | +5.6% | +7.3% |
| 6M | +29.5% | +9.5% | +20.0% | +25.5% |
| YTD | +98.5% | +21.7% | +76.7% | +78.7% |
| 1Y | +234.1% | +37.1% | +196.9% | +178.6% |
| 3Y | +289.0% | +165.2% | +123.9% | +108.1% |
| 5Y | +228.2% | +110.3% | +117.9% | +100.5% |
| 10Y | +1,895.7% | +341.0% | +1,554.7% | +610.0% |
| All | +1,895.7% | +323.6% | +1,572.1% | +610.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling