+428.3%
JCI vs XME
+242.3%
+186.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.7% | +6.0% | -11.7% | -8.2% |
| 3M | -1.4% | -7.7% | +6.3% | +1.2% |
| 6M | +4.1% | +1.0% | +3.2% | +2.7% |
| YTD | +21.7% | +14.6% | +7.1% | +13.1% |
| 1Y | +36.1% | +46.0% | -9.8% | +13.8% |
| 3Y | +154.4% | +127.0% | +27.4% | +76.1% |
| 5Y | +112.0% | +175.8% | -63.8% | +32.0% |
| 10Y | +322.2% | +414.6% | -92.4% | +92.8% |
| All | +428.3% | +242.3% | +186.0% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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