+134.4%
JCI vs NXT
+168.4%
-34.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | -7.7% | -22.4% | +14.7% | -4.3% |
| 3M | +2.8% | -27.3% | +30.1% | +7.2% |
| 6M | +7.2% | -28.5% | +35.7% | +11.3% |
| YTD | +20.0% | -6.6% | +26.6% | +19.5% |
| 1Y | +33.3% | +20.4% | +12.9% | +28.3% |
| 3Y | +161.3% | +90.9% | +70.4% | +127.1% |
| All | +134.4% | +168.4% | -34.0% | +87.5% |
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