+167.8%
JCI vs EXE
+21.0%
+146.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.1% | -1.8% | +6.9% | +5.5% |
| 30D | -3.8% | +6.4% | -10.2% | -5.2% |
| 3M | +1.9% | +9.2% | -7.4% | -0.4% |
| 6M | +11.2% | -7.0% | +18.2% | +12.9% |
| YTD | +22.9% | -9.5% | +32.4% | +25.2% |
| 1Y | +37.4% | +6.2% | +31.2% | +31.5% |
| 3Y | +167.8% | +20.7% | +147.1% | +141.6% |
| All | +167.8% | +21.0% | +146.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling