+13.5%
U vs JCI
+169.7%
-156.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | +4.5% | +5.1% | -0.6% | +1.6% |
| 30D | -0.6% | -3.8% | +3.3% | +1.4% |
| 3M | +48.4% | +1.9% | +46.5% | +45.5% |
| 6M | +115.4% | +11.2% | +104.2% | +96.4% |
| YTD | -3.2% | +22.9% | -26.2% | -19.5% |
| 1Y | -6.0% | +37.4% | -43.4% | -27.6% |
| 3Y | +13.5% | +167.8% | -154.4% | -46.7% |
| All | +13.5% | +169.7% | -156.2% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling