+341.0%
JCI vs XRT
+120.9%
+220.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | +4.1% | -2.4% | +6.5% | +5.4% |
| 30D | -3.8% | -6.9% | +3.1% | -0.2% |
| 3M | -1.6% | -0.4% | -1.2% | -2.0% |
| 6M | +9.5% | +2.2% | +7.3% | +7.5% |
| YTD | +21.7% | -0.7% | +22.4% | +21.0% |
| 1Y | +37.1% | -2.0% | +39.1% | +36.9% |
| 3Y | +165.2% | +41.0% | +124.2% | +115.6% |
| 5Y | +110.3% | -3.3% | +113.6% | +102.6% |
| 10Y | +341.0% | +124.8% | +216.2% | +129.0% |
| All | +341.0% | +120.9% | +220.1% | +129.0% |
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