+210.5%
JCI vs EXE
+182.2%
+28.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +0.7% | -3.1% | +3.9% | +1.3% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | +1.7% | +9.6% | -7.9% | -0.2% |
| 6M | +8.8% | -11.6% | +20.4% | +11.0% |
| YTD | +22.6% | -12.6% | +35.2% | +25.0% |
| 1Y | +36.2% | +1.2% | +35.0% | +34.2% |
| 3Y | +168.0% | +18.0% | +150.0% | +155.0% |
| 5Y | +113.5% | +101.1% | +12.4% | +90.3% |
| All | +210.5% | +182.2% | +28.3% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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