+8,026.5%
USB vs JCI
+2,111.6%
+5,915.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -0.2% |
| 7D | -1.5% | -16.9% | +15.5% | +3.8% |
| 30D | +4.3% | -17.2% | +21.5% | +9.7% |
| 3M | -6.1% | -14.2% | +8.1% | -2.4% |
| 6M | +9.4% | -8.7% | +18.1% | +10.9% |
| YTD | +15.2% | +10.7% | +4.4% | +9.9% |
| 1Y | +32.8% | +9.7% | +23.0% | +27.0% |
| 3Y | +91.3% | +166.9% | -75.6% | +39.5% |
| 5Y | +22.7% | +93.1% | -70.5% | -2.2% |
| 10Y | +97.0% | +300.3% | -203.2% | +28.8% |
| All | +8,026.5% | +2,111.6% | +5,915.0% | +2,899.0% |
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