+168.0%
JCI vs XLRE
+31.2%
+136.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.8% |
| 7D | +0.7% | -1.2% | +1.9% | +1.4% |
| 30D | -4.4% | -2.4% | -2.0% | -3.2% |
| 3M | +1.7% | -2.5% | +4.2% | +2.6% |
| 6M | +8.8% | +4.0% | +4.8% | +5.4% |
| YTD | +22.6% | +9.3% | +13.4% | +15.2% |
| 1Y | +36.2% | +5.6% | +30.6% | +30.6% |
| 3Y | +168.0% | +31.3% | +136.7% | +115.8% |
| All | +168.0% | +31.2% | +136.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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