+9,717.5%
TER vs JCI
+2,274.1%
+7,443.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -8.9% | -5.9% | -3.0% | -5.8% |
| 30D | -39.1% | -10.4% | -28.7% | -35.3% |
| 3M | -32.8% | -6.1% | -26.7% | -29.7% |
| 6M | -31.7% | +1.7% | -33.4% | -30.0% |
| YTD | +26.9% | +18.9% | +8.1% | +22.6% |
| 1Y | +33.6% | +16.1% | +17.4% | +30.5% |
| 3Y | +181.5% | +187.8% | -6.3% | +88.4% |
| 5Y | +76.1% | +103.2% | -27.1% | +36.6% |
| 10Y | +1,006.2% | +288.2% | +718.0% | +547.2% |
| All | +9,717.5% | +2,274.1% | +7,443.5% | +2,158.1% |
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 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