+140.2%
JCI vs NXT
+181.9%
-41.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +5.1% | +2.9% | +2.2% | +4.7% |
| 30D | -3.8% | -17.2% | +13.4% | -1.2% |
| 3M | +1.9% | -32.0% | +33.9% | +7.2% |
| 6M | +11.2% | -15.8% | +27.0% | +12.8% |
| YTD | +22.9% | -1.9% | +24.9% | +21.6% |
| 1Y | +37.4% | +22.5% | +14.9% | +31.8% |
| 3Y | +167.8% | +100.5% | +67.3% | +131.1% |
| All | +140.2% | +181.9% | -41.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling