+21.4%
U vs JCI
+16.4%
+5.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +24.4% | -5.9% | +30.2% | +24.9% |
| 30D | +7.4% | -10.4% | +17.7% | +8.5% |
| 3M | +16.8% | -6.1% | +22.9% | +17.3% |
| 6M | +78.8% | +1.7% | +77.1% | +80.4% |
| YTD | +14.0% | +18.9% | -4.9% | +9.3% |
| All | +21.4% | +16.4% | +5.1% | +23.3% |
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