+415.8%
JCI vs XRT
+549.7%
-133.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -5.9% | +4.1% | -10.0% | -8.3% |
| 30D | -10.4% | +9.9% | -20.3% | -15.8% |
| 3M | -6.1% | +2.3% | -8.4% | -8.2% |
| 6M | +1.7% | +9.6% | -7.9% | -5.1% |
| YTD | +18.9% | +9.1% | +9.7% | +10.8% |
| 1Y | +16.1% | +16.2% | -0.1% | +4.1% |
| 3Y | +187.8% | +60.1% | +127.8% | +110.2% |
| 5Y | +103.2% | -0.5% | +103.7% | +91.6% |
| 10Y | +288.2% | +145.1% | +143.1% | +88.7% |
| All | +415.8% | +549.7% | -133.9% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling