+820.5%
XLB vs JCI
+305.9%
+514.6%
-59.8%
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% | -5.2% | -2.4% |
| 30D | -0.4% | -5.7% | +5.3% | +1.1% |
| 3M | +2.0% | -1.4% | +3.4% | +2.0% |
| 6M | +1.8% | +4.1% | -2.3% | +0.2% |
| YTD | +16.6% | +21.7% | -5.2% | +9.8% |
| 1Y | +16.9% | +36.1% | -19.2% | +6.7% |
| 3Y | +32.6% | +154.4% | -121.9% | +1.2% |
| 5Y | +35.6% | +112.0% | -76.4% | +7.8% |
| 10Y | +160.0% | +322.2% | -162.2% | +72.3% |
| All | +820.5% | +305.9% | +514.6% | +380.2% |
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