-26.3%
U vs JCI
+270.7%
-297.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -1.9% |
| 7D | +24.4% | -5.9% | +30.2% | +28.0% |
| 30D | +7.4% | -10.4% | +17.7% | +14.0% |
| 3M | +16.8% | -6.1% | +22.9% | +19.4% |
| 6M | +78.8% | +1.7% | +77.1% | +69.4% |
| YTD | +14.0% | +18.9% | -4.9% | -7.3% |
| 1Y | +16.7% | +16.1% | +0.6% | -3.2% |
| 3Y | +86.4% | +187.8% | -101.4% | -28.5% |
| 5Y | -71.5% | +103.2% | -174.7% | -87.3% |
| All | -26.3% | +270.7% | -297.1% | -66.0% |
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