+288.2%
JCI vs BURL
+247.8%
+40.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -5.9% | +5.9% | -11.7% | -7.3% |
| 30D | -10.4% | -8.3% | -2.1% | -8.7% |
| 3M | -6.1% | -31.6% | +25.5% | +2.6% |
| 6M | +1.7% | -16.6% | +18.3% | +5.1% |
| YTD | +18.9% | -12.1% | +31.0% | +20.9% |
| 1Y | +16.1% | -10.0% | +26.1% | +16.7% |
| 3Y | +187.8% | +94.3% | +93.5% | +130.1% |
| 5Y | +103.2% | -13.2% | +116.4% | +90.8% |
| 10Y | +288.2% | +252.5% | +35.7% | +177.7% |
| All | +288.2% | +247.8% | +40.4% | +177.7% |
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