+41.4%
EXC vs JCI
+108.2%
-66.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.3% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | +9.3% | -10.1% | +19.4% | +10.2% |
| 3M | +1.0% | -6.8% | +7.8% | +1.5% |
| 6M | +5.9% | +2.0% | +4.0% | +5.1% |
| YTD | +7.6% | +19.2% | -11.5% | +4.4% |
| 1Y | +2.4% | +16.7% | -14.3% | -0.4% |
| 3Y | +30.2% | +194.3% | -164.1% | +3.7% |
| 5Y | +41.4% | +103.0% | -61.7% | +16.2% |
| All | +41.4% | +108.2% | -66.9% | +16.2% |
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 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