+34.5%
QXO vs JCI
+348.5%
-314.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.5% |
| 7D | -7.8% | +0.7% | -8.5% | -8.0% |
| 30D | -18.1% | -4.4% | -13.7% | -17.1% |
| 3M | -25.8% | +1.7% | -27.4% | -26.2% |
| 6M | -41.7% | +8.8% | -50.5% | -42.9% |
| YTD | -36.2% | +22.6% | -58.8% | -39.3% |
| 1Y | -42.1% | +36.2% | -78.3% | -46.3% |
| 3Y | -46.2% | +168.0% | -214.2% | -57.5% |
| 5Y | -70.7% | +113.5% | -184.2% | -76.3% |
| All | +34.5% | +348.5% | -314.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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