+409.3%
JCI vs XME
+170.7%
+238.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -8.6% | -6.1% | -2.5% | -6.0% |
| 3M | -7.7% | -18.6% | +10.9% | +0.2% |
| 6M | -2.6% | -23.9% | +21.3% | +8.0% |
| YTD | +17.4% | -9.3% | +26.7% | +20.1% |
| 1Y | +16.9% | +1.8% | +15.2% | +13.9% |
| 3Y | +186.7% | +93.0% | +93.7% | +112.3% |
| 5Y | +95.4% | +107.0% | -11.6% | +37.2% |
| 10Y | +292.7% | +266.9% | +25.8% | +106.0% |
| All | +409.3% | +170.7% | +238.6% | +126.7% |
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