+103.0%
JCI vs XRT
-1.2%
+104.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +2.9% |
| 7D | -3.4% | +2.5% | -5.9% | -4.8% |
| 30D | -10.1% | +10.3% | -20.5% | -15.1% |
| 3M | -6.8% | +2.4% | -9.2% | -8.5% |
| 6M | +2.0% | +10.0% | -8.0% | -4.3% |
| YTD | +19.2% | +9.5% | +9.6% | +11.7% |
| 1Y | +16.7% | +17.2% | -0.4% | +5.2% |
| 3Y | +194.3% | +62.0% | +132.3% | +118.7% |
| 5Y | +103.0% | -2.1% | +105.1% | +82.9% |
| All | +103.0% | -1.2% | +104.2% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling