+304.3%
JCI vs BURL
+252.7%
+51.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.1% |
| 7D | -9.4% | +4.1% | -13.5% | -10.5% |
| 30D | -13.4% | -9.5% | -3.9% | -11.5% |
| 3M | -12.4% | -33.5% | +21.1% | -3.6% |
| 6M | -5.1% | -22.1% | +17.0% | -0.3% |
| YTD | +13.7% | -14.6% | +28.3% | +16.5% |
| 1Y | +11.4% | -8.4% | +19.8% | +11.4% |
| 3Y | +175.9% | +86.6% | +89.3% | +122.8% |
| 5Y | +98.4% | -17.2% | +115.6% | +88.5% |
| All | +304.3% | +252.7% | +51.7% | +193.3% |
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