+2,340.5%
EXC vs JCI
+2,331.5%
+9.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | +0.3% | +3.8% | -3.5% | -0.2% |
| 30D | -3.7% | -5.7% | +1.9% | -3.0% |
| 3M | -1.3% | -1.4% | +0.1% | -1.3% |
| 6M | -9.7% | +4.1% | -13.8% | -10.6% |
| YTD | +2.9% | +21.7% | -18.9% | -0.5% |
| 1Y | +4.4% | +36.1% | -31.7% | -0.8% |
| 3Y | +22.2% | +154.4% | -132.2% | +4.7% |
| 5Y | +46.7% | +112.0% | -65.3% | +27.9% |
| 10Y | +155.3% | +322.2% | -166.9% | +99.7% |
| All | +2,340.5% | +2,331.5% | +9.0% | +1,148.6% |
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 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