+110.3%
JCI vs QS
-74.8%
+185.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.3% |
| 7D | +4.1% | -4.2% | +8.3% | +4.5% |
| 30D | -3.8% | -15.7% | +11.8% | -2.2% |
| 3M | -1.6% | -28.7% | +27.0% | +1.3% |
| 6M | +9.5% | -23.2% | +32.8% | +11.4% |
| YTD | +21.7% | -49.9% | +71.6% | +28.8% |
| 1Y | +37.1% | -38.8% | +75.9% | +40.1% |
| 3Y | +165.2% | -24.0% | +189.2% | +144.9% |
| 5Y | +110.3% | -75.6% | +185.9% | +96.3% |
| All | +110.3% | -74.8% | +185.1% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling