+326.9%
JCI vs EXPD
+314.6%
+12.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +3.8% | -1.1% | +5.0% | +4.3% |
| 30D | -5.7% | +4.1% | -9.7% | -7.4% |
| 3M | -1.4% | +17.9% | -19.3% | -8.3% |
| 6M | +4.1% | +29.2% | -25.1% | -7.4% |
| YTD | +21.7% | +27.4% | -5.6% | +7.7% |
| 1Y | +36.1% | +56.8% | -20.7% | +8.4% |
| 3Y | +154.4% | +68.0% | +86.4% | +91.8% |
| 5Y | +112.0% | +61.9% | +50.2% | +58.6% |
| All | +326.9% | +314.6% | +12.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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