+301.7%
JCI vs EXPD
+334.2%
-32.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.6% |
| 7D | -3.4% | -5.5% | +2.1% | -0.9% |
| 30D | -10.1% | -1.9% | -8.2% | -9.3% |
| 3M | -6.8% | +6.1% | -12.9% | -9.2% |
| 6M | +2.0% | +21.6% | -19.6% | -6.5% |
| YTD | +19.2% | +27.9% | -8.7% | +5.2% |
| 1Y | +16.7% | +39.4% | -22.7% | -1.2% |
| 3Y | +194.3% | +72.7% | +121.7% | +118.6% |
| 5Y | +103.0% | +60.3% | +42.7% | +53.2% |
| 10Y | +301.7% | +332.6% | -30.8% | +77.9% |
| All | +301.7% | +334.2% | -32.4% | +77.9% |
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