+428.3%
JCI vs XRT
+514.3%
-86.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +3.8% | +0.8% | +3.0% | +3.3% |
| 30D | -5.7% | -4.2% | -1.5% | -3.4% |
| 3M | -1.4% | +5.1% | -6.5% | -4.8% |
| 6M | +4.1% | +2.4% | +1.7% | +1.9% |
| YTD | +21.7% | +3.2% | +18.5% | +18.3% |
| 1Y | +36.1% | +1.5% | +34.6% | +33.1% |
| 3Y | +154.4% | +40.6% | +113.9% | +102.3% |
| 5Y | +112.0% | -1.0% | +113.0% | +101.5% |
| 10Y | +322.2% | +128.4% | +193.8% | +115.8% |
| All | +428.3% | +514.3% | -86.0% | +16.0% |
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 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