+298.6%
JCI vs QS
-44.4%
+343.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.0% |
| 30D | -5.7% | -0.7% | -4.9% | -5.7% |
| 3M | -1.4% | -39.6% | +38.3% | +1.2% |
| 6M | +4.1% | -21.7% | +25.8% | +5.1% |
| YTD | +21.7% | -47.4% | +69.2% | +25.4% |
| 1Y | +36.1% | -28.4% | +64.5% | +36.7% |
| 3Y | +154.4% | -22.6% | +177.0% | +145.9% |
| 5Y | +112.0% | -75.6% | +187.6% | +106.7% |
| All | +298.6% | -44.4% | +343.0% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling