+204.0%
JCI vs EXE
+163.0%
+41.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +8.4% | +3.6% | +4.9% | +7.7% |
| 30D | -8.9% | -4.3% | -4.6% | -8.2% |
| 3M | -6.4% | -7.7% | +1.2% | -5.2% |
| 6M | +1.6% | -7.2% | +8.9% | +2.7% |
| YTD | +20.1% | -18.5% | +38.6% | +23.9% |
| 1Y | +17.2% | -24.4% | +41.6% | +22.5% |
| 3Y | +190.7% | +21.6% | +169.2% | +175.6% |
| 5Y | +99.9% | +77.3% | +22.5% | +82.0% |
| All | +204.0% | +163.0% | +41.0% | +163.8% |
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