+91.7%
USB vs JCI
+304.0%
-212.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -2.0% |
| 7D | 0.0% | -9.4% | +9.4% | +5.1% |
| 30D | +5.8% | -13.4% | +19.2% | +13.4% |
| 3M | -6.0% | -12.4% | +6.4% | -0.4% |
| 6M | +7.8% | -5.1% | +12.9% | +7.5% |
| YTD | +14.6% | +13.7% | +0.9% | +1.3% |
| 1Y | +31.8% | +11.4% | +20.4% | +17.8% |
| 3Y | +91.5% | +175.9% | -84.4% | -7.9% |
| 5Y | +22.0% | +98.4% | -76.4% | -28.6% |
| All | +91.7% | +304.0% | -212.3% | -36.6% |
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