+211.9%
B vs JCI
+323.6%
-111.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.0% | +4.1% | -3.0% | +0.3% |
| 30D | +9.5% | -3.8% | +13.3% | +10.2% |
| 3M | +14.3% | -1.6% | +16.0% | +14.5% |
| 6M | -1.9% | +9.5% | -11.4% | -3.6% |
| YTD | +4.1% | +21.7% | -17.6% | +0.4% |
| 1Y | +56.1% | +37.1% | +19.0% | +47.8% |
| 3Y | +202.0% | +165.2% | +36.8% | +155.9% |
| 5Y | +158.8% | +110.3% | +48.5% | +123.1% |
| 10Y | +211.9% | +341.0% | -129.1% | +130.2% |
| All | +211.9% | +323.6% | -111.7% | +130.2% |
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