+87.0%
JCI vs ZYBT
-58.9%
+145.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.8% | +2.2% |
| 7D | +0.7% | -3.7% | +4.5% | +0.7% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | +1.7% | +72.2% | -70.6% | +2.3% |
| 6M | +8.8% | +103.1% | -94.3% | +8.6% |
| YTD | +22.6% | +34.8% | -12.1% | +23.1% |
| 1Y | +36.2% | -83.2% | +119.4% | +40.8% |
| All | +87.0% | -58.9% | +145.9% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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