+34.5%
XLB vs JCI
+169.7%
-135.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.2% |
| 7D | -0.2% | +5.1% | -5.4% | -1.7% |
| 30D | -1.7% | -3.8% | +2.1% | -0.7% |
| 3M | +4.4% | +1.9% | +2.5% | +3.3% |
| 6M | +5.0% | +11.2% | -6.2% | +0.9% |
| YTD | +15.5% | +22.9% | -7.5% | +7.3% |
| 1Y | +14.9% | +37.4% | -22.5% | +2.6% |
| 3Y | +34.5% | +167.8% | -133.3% | -5.8% |
| All | +34.5% | +169.7% | -135.1% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling