-68.0%
U vs JCI
+119.7%
-187.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.8% |
| 7D | +4.5% | +5.1% | -0.6% | +0.4% |
| 30D | -0.6% | -3.8% | +3.3% | +2.3% |
| 3M | +48.4% | +1.9% | +46.5% | +44.0% |
| 6M | +115.4% | +11.2% | +104.2% | +88.8% |
| YTD | -3.2% | +22.9% | -26.2% | -24.6% |
| 1Y | -6.0% | +37.4% | -43.4% | -33.7% |
| 3Y | +13.5% | +167.8% | -154.4% | -61.1% |
| 5Y | -68.0% | +115.0% | -183.0% | -86.8% |
| All | -68.0% | +119.7% | -187.7% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling