+340.5%
JCI vs UMC
+1,863.6%
-1,523.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.8% |
| 7D | +0.7% | +9.0% | -8.3% | -1.0% |
| 30D | -4.4% | +17.2% | -21.7% | -7.5% |
| 3M | +1.7% | +11.4% | -9.7% | -1.6% |
| 6M | +8.8% | +137.5% | -128.7% | -10.6% |
| YTD | +22.6% | +193.1% | -170.5% | -4.6% |
| 1Y | +36.2% | +240.3% | -204.1% | +2.3% |
| 3Y | +168.0% | +262.2% | -94.2% | +96.3% |
| 5Y | +113.5% | +143.1% | -29.7% | +63.3% |
| All | +340.5% | +1,863.6% | -1,523.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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