+134.6%
JCI vs NXT
+208.8%
-74.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -0.4% |
| 7D | +8.4% | -6.0% | +14.4% | +9.4% |
| 30D | -8.9% | +5.4% | -14.3% | -10.0% |
| 3M | -6.4% | -9.7% | +3.3% | -5.6% |
| 6M | +1.6% | -25.3% | +27.0% | +4.4% |
| YTD | +20.1% | +7.5% | +12.6% | +16.5% |
| 1Y | +17.2% | -3.0% | +20.2% | +15.2% |
| 3Y | +190.7% | +171.4% | +19.4% | +137.4% |
| All | +134.6% | +208.8% | -74.2% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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