+292.8%
JCI vs QS
-47.4%
+340.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +0.4% | -5.0% | +5.4% | +0.7% |
| 30D | -7.7% | -18.3% | +10.6% | -6.6% |
| 3M | +2.8% | -26.0% | +28.8% | +4.3% |
| 6M | +7.2% | -24.0% | +31.3% | +8.4% |
| YTD | +20.0% | -50.3% | +70.2% | +23.9% |
| 1Y | +33.3% | -38.0% | +71.2% | +35.1% |
| 3Y | +161.3% | -24.6% | +185.9% | +153.1% |
| 5Y | +108.8% | -75.4% | +184.2% | +104.2% |
| All | +292.8% | -47.4% | +340.2% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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