+167.8%
JCI vs UL
+24.1%
+143.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +5.1% | -1.3% | +6.4% | +5.2% |
| 30D | -3.8% | +0.9% | -4.8% | -3.9% |
| 3M | +1.9% | +14.2% | -12.3% | +0.6% |
| 6M | +11.2% | -3.2% | +14.4% | +12.1% |
| YTD | +22.9% | -0.3% | +23.3% | +23.8% |
| 1Y | +37.4% | -8.8% | +46.1% | +39.9% |
| 3Y | +167.8% | +23.9% | +144.0% | +145.8% |
| All | +167.8% | +24.1% | +143.7% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling