+8,438.8%
USB vs JCI
+2,331.5%
+6,107.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +1.4% | +3.8% | -2.4% | +0.3% |
| 30D | -1.3% | -5.7% | +4.4% | +0.3% |
| 3M | +15.2% | -1.4% | +16.6% | +15.2% |
| 6M | +18.8% | +4.1% | +14.7% | +16.5% |
| YTD | +21.0% | +21.7% | -0.7% | +13.0% |
| 1Y | +34.0% | +36.1% | -2.1% | +20.8% |
| 3Y | +95.3% | +154.4% | -59.1% | +45.4% |
| 5Y | +40.4% | +112.0% | -71.7% | +9.5% |
| 10Y | +107.3% | +322.2% | -214.9% | +33.8% |
| All | +8,438.8% | +2,331.5% | +6,107.3% | +2,984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling