+2,307.7%
JCI vs XEL
+1,934.3%
+373.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | -5.7% | -1.9% | -3.8% | -5.3% |
| 3M | -1.4% | -1.9% | +0.5% | -1.1% |
| 6M | +4.1% | -7.4% | +11.6% | +5.7% |
| YTD | +21.7% | +4.1% | +17.7% | +20.4% |
| 1Y | +36.1% | +8.0% | +28.1% | +33.4% |
| 3Y | +154.4% | +48.4% | +106.0% | +131.0% |
| 5Y | +112.0% | +27.2% | +84.8% | +98.2% |
| 10Y | +322.2% | +146.8% | +175.4% | +247.7% |
| All | +2,307.7% | +1,934.3% | +373.4% | +1,125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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