+312.2%
JCI vs BURL
+215.5%
+96.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.2% |
| 7D | +3.8% | -2.8% | +6.6% | +4.6% |
| 30D | -5.7% | -28.2% | +22.5% | +2.4% |
| 3M | -1.4% | -17.6% | +16.2% | +3.1% |
| 6M | +4.1% | -11.8% | +15.9% | +6.5% |
| YTD | +21.7% | -8.1% | +29.9% | +23.1% |
| 1Y | +36.1% | -12.0% | +48.1% | +38.0% |
| 3Y | +154.4% | +63.3% | +91.1% | +113.4% |
| 5Y | +112.0% | -10.8% | +122.8% | +98.5% |
| All | +312.2% | +215.5% | +96.7% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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