+8,200.6%
USB vs JCI
+2,264.1%
+5,936.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +3.7% |
| 7D | +2.4% | -10.7% | +13.1% | +5.7% |
| 30D | +6.6% | -10.4% | +17.0% | +9.6% |
| 3M | -4.1% | -8.3% | +4.2% | -2.3% |
| 6M | +12.5% | -2.1% | +14.6% | +11.8% |
| YTD | +17.6% | +18.4% | -0.7% | +10.1% |
| 1Y | +36.5% | +27.7% | +8.8% | +24.7% |
| 3Y | +95.4% | +185.3% | -89.9% | +39.8% |
| 5Y | +26.1% | +108.8% | -82.7% | -1.6% |
| 10Y | +101.3% | +327.9% | -226.6% | +29.1% |
| All | +8,200.6% | +2,264.1% | +5,936.5% | +2,905.3% |
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