-9.1%
T vs JCI
+37.7%
-46.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -1.7% |
| 7D | -1.3% | +3.8% | -5.1% | -0.8% |
| 30D | +11.4% | -5.7% | +17.0% | +10.6% |
| 3M | +14.3% | -1.4% | +15.7% | +14.5% |
| 6M | -9.3% | +4.1% | -13.4% | -8.7% |
| YTD | +7.1% | +21.7% | -14.6% | +7.2% |
| 1Y | -9.1% | +36.1% | -45.2% | -9.4% |
| All | -9.1% | +37.7% | -46.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling