+330.8%
JCI vs A
+247.2%
+83.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.0% |
| 7D | +0.4% | -4.6% | +5.0% | +2.3% |
| 30D | -7.7% | -4.3% | -3.5% | -6.3% |
| 3M | +2.8% | +8.9% | -6.2% | -1.4% |
| 6M | +7.2% | +24.5% | -17.3% | -3.8% |
| YTD | +20.0% | +5.8% | +14.1% | +14.8% |
| 1Y | +33.3% | +16.2% | +17.0% | +21.5% |
| 3Y | +161.3% | +28.5% | +132.9% | +119.6% |
| 5Y | +108.8% | -16.3% | +125.1% | +111.0% |
| All | +330.8% | +247.2% | +83.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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