+307.6%
JCI vs XRT
+145.8%
+161.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +2.9% | -1.4% | +4.3% | +3.7% |
| 30D | -6.9% | +9.8% | -16.7% | -11.9% |
| 3M | -6.3% | +3.3% | -9.6% | -8.6% |
| 6M | +2.6% | +13.6% | -11.0% | -5.4% |
| YTD | +21.8% | +9.1% | +12.7% | +14.5% |
| 1Y | +19.6% | +15.1% | +4.6% | +9.1% |
| 3Y | +194.9% | +59.9% | +135.0% | +122.9% |
| 5Y | +108.1% | -1.7% | +109.9% | +97.9% |
| 10Y | +307.6% | +141.1% | +166.5% | +102.4% |
| All | +307.6% | +145.8% | +161.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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