+293.5%
JCI vs XYL
+100.4%
+193.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +3.2% | -3.7% | +6.9% | +5.3% |
| 30D | -8.6% | -8.3% | -0.3% | -6.3% |
| 3M | -7.7% | -21.4% | +13.7% | +3.1% |
| 6M | -2.6% | -12.9% | +10.4% | +2.1% |
| YTD | +17.4% | -30.1% | +47.4% | +38.7% |
| 1Y | +16.9% | -35.2% | +52.1% | +44.5% |
| 3Y | +186.7% | -0.8% | +187.5% | +171.0% |
| 5Y | +95.4% | -23.2% | +118.6% | +110.8% |
| All | +293.5% | +100.4% | +193.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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