+137.9%
JCI vs NXT
+178.8%
-40.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | -5.7% | -15.3% | +9.7% | -3.4% |
| 3M | -1.4% | -43.8% | +42.4% | +6.5% |
| 6M | +4.1% | -18.7% | +22.8% | +6.2% |
| YTD | +21.7% | -3.0% | +24.7% | +20.6% |
| 1Y | +36.1% | +22.7% | +13.4% | +30.6% |
| 3Y | +154.4% | +95.9% | +58.5% | +120.4% |
| All | +137.9% | +178.8% | -40.9% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling