+33.2%
JCI vs QS
-37.9%
+71.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | -7.7% | -18.3% | +10.6% | -5.8% |
| 3M | +2.8% | -26.0% | +28.8% | +5.5% |
| 6M | +7.2% | -24.0% | +31.3% | +9.2% |
| YTD | +20.0% | -50.3% | +70.2% | +26.6% |
| All | +33.2% | -37.9% | +71.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling