+114.4%
JCI vs ZBRA
-40.4%
+154.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | +0.7% | -3.4% | +4.1% | +1.9% |
| 30D | -4.4% | -7.4% | +3.0% | -2.1% |
| 3M | +1.7% | +57.5% | -55.8% | -14.1% |
| 6M | +8.8% | +64.0% | -55.2% | -9.9% |
| YTD | +22.6% | +44.3% | -21.6% | +5.1% |
| 1Y | +36.2% | +10.9% | +25.3% | +27.5% |
| 3Y | +168.0% | +37.5% | +130.5% | +125.0% |
| All | +114.4% | -40.4% | +154.8% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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