+325.3%
JCI vs URA
+371.9%
-46.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +5.1% | +8.1% | -3.0% | +3.0% |
| 30D | -3.8% | +5.8% | -9.6% | -5.4% |
| 3M | +1.9% | +3.4% | -1.5% | +0.5% |
| 6M | +11.2% | -2.6% | +13.8% | +10.6% |
| YTD | +22.9% | +11.2% | +11.8% | +16.8% |
| 1Y | +37.4% | +19.8% | +17.5% | +26.4% |
| 3Y | +167.8% | +121.5% | +46.4% | +101.4% |
| 5Y | +115.0% | +134.5% | -19.4% | +51.2% |
| 10Y | +325.3% | +376.7% | -51.4% | +118.2% |
| All | +325.3% | +371.9% | -46.6% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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