+25.1%
USB vs JCI
+103.9%
-78.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +1.4% | -5.9% | +7.3% | +3.8% |
| 30D | +6.4% | -10.4% | +16.8% | +10.7% |
| 3M | -4.5% | -6.1% | +1.6% | -3.0% |
| 6M | +11.4% | +1.7% | +9.7% | +7.8% |
| YTD | +17.1% | +18.9% | -1.8% | +3.8% |
| 1Y | +32.6% | +16.1% | +16.5% | +18.9% |
| 3Y | +101.8% | +187.8% | -86.0% | +6.8% |
| 5Y | +25.1% | +103.2% | -78.1% | -23.6% |
| All | +25.1% | +103.9% | -78.7% | -23.6% |
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 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