+151.5%
EXC vs JCI
+328.4%
-177.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +1.2% | +5.1% | -3.9% | -0.1% |
| 30D | -2.7% | -3.8% | +1.1% | -1.8% |
| 3M | -1.0% | +1.9% | -2.9% | -1.9% |
| 6M | -9.3% | +11.2% | -20.5% | -12.8% |
| YTD | +3.6% | +22.9% | -19.3% | -3.6% |
| 1Y | +5.9% | +37.4% | -31.5% | -5.1% |
| 3Y | +21.3% | +167.8% | -146.5% | -16.3% |
| 5Y | +46.2% | +115.0% | -68.9% | +6.8% |
| 10Y | +151.5% | +325.3% | -173.8% | +23.6% |
| All | +151.5% | +328.4% | -177.0% | +23.6% |
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