+166.0%
JCI vs XYL
+16.4%
+149.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +4.1% | +0.8% | +3.2% | +3.6% |
| 30D | -3.8% | -10.8% | +7.0% | +2.2% |
| 3M | -1.6% | -2.5% | +0.9% | -1.1% |
| 6M | +9.5% | -12.2% | +21.7% | +16.5% |
| YTD | +21.7% | -20.1% | +41.8% | +35.3% |
| 1Y | +37.1% | -20.6% | +57.8% | +53.1% |
| All | +166.0% | +16.4% | +149.6% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling