+72.2%
V vs JCI
+113.2%
-41.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -1.7% | +3.8% | -5.5% | -2.8% |
| 30D | +2.0% | -5.7% | +7.6% | +3.6% |
| 3M | +17.4% | -1.4% | +18.8% | +17.2% |
| 6M | +17.5% | +4.1% | +13.4% | +14.6% |
| YTD | +7.6% | +21.7% | -14.2% | -1.0% |
| 1Y | +7.7% | +36.1% | -28.4% | -5.1% |
| 3Y | +54.7% | +154.4% | -99.8% | +5.6% |
| All | +72.2% | +113.2% | -41.0% | +21.7% |
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