-38.4%
U vs JCI
+274.1%
-312.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -4.1% | -7.7% | +3.6% | +1.2% |
| 3M | +57.8% | +2.8% | +55.0% | +52.8% |
| 6M | +103.5% | +7.2% | +96.3% | +86.9% |
| YTD | -4.8% | +20.0% | -24.7% | -21.5% |
| 1Y | -2.4% | +33.3% | -35.6% | -25.6% |
| 3Y | +11.7% | +161.3% | -149.7% | -52.3% |
| 5Y | -68.9% | +108.8% | -177.6% | -86.1% |
| All | -38.4% | +274.1% | -312.6% | -71.2% |
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