+293.5%
JCI vs UL
+109.3%
+184.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.5% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | -8.6% | +4.5% | -13.1% | -10.1% |
| 3M | -7.7% | +6.5% | -14.2% | -9.9% |
| 6M | -2.6% | +18.2% | -20.7% | -8.5% |
| YTD | +17.4% | +4.7% | +12.7% | +14.4% |
| 1Y | +16.9% | +0.8% | +16.1% | +15.2% |
| 3Y | +186.7% | +35.9% | +150.9% | +149.7% |
| 5Y | +95.4% | +33.4% | +62.0% | +68.8% |
| All | +293.5% | +109.3% | +184.2% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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