+54.6%
TER vs JCI
+95.9%
-41.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | -0.1% |
| 7D | -20.5% | -9.4% | -11.1% | -11.7% |
| 30D | -47.0% | -13.4% | -33.6% | -38.3% |
| 3M | -43.3% | -12.4% | -30.9% | -34.1% |
| 6M | -42.9% | -5.1% | -37.8% | -36.8% |
| YTD | +12.9% | +13.7% | -0.9% | +8.7% |
| 1Y | +18.2% | +11.4% | +6.8% | +16.0% |
| 3Y | +151.8% | +175.9% | -24.1% | +21.4% |
| All | +54.6% | +95.9% | -41.4% | -3.1% |
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