+434.3%
JCI vs BURL
+987.9%
-553.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.5% | -5.8% |
| 7D | -16.9% | +3.5% | -20.4% | -17.7% |
| 30D | -17.2% | -9.3% | -7.9% | -15.6% |
| 3M | -14.2% | -32.1% | +17.9% | -6.9% |
| 6M | -8.7% | -19.8% | +11.1% | -5.1% |
| YTD | +10.7% | -13.2% | +23.9% | +12.8% |
| 1Y | +9.7% | -7.8% | +17.5% | +9.7% |
| 3Y | +166.9% | +89.3% | +77.6% | +120.7% |
| 5Y | +93.1% | -15.8% | +109.0% | +83.3% |
| 10Y | +300.3% | +262.2% | +38.1% | +193.3% |
| All | +434.3% | +987.9% | -553.7% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling