+835.0%
XLB vs JCI
+306.1%
+528.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | +7.2% | -6.9% | +14.2% | +8.8% |
| 3M | 0.0% | -6.3% | +6.3% | +1.2% |
| 6M | +2.3% | +2.6% | -0.3% | +0.6% |
| YTD | +18.4% | +21.8% | -3.4% | +10.9% |
| 1Y | +23.3% | +19.6% | +3.7% | +16.0% |
| 3Y | +45.2% | +194.9% | -149.8% | +6.0% |
| 5Y | +31.0% | +108.1% | -77.2% | +4.0% |
| 10Y | +168.8% | +307.6% | -138.9% | +78.7% |
| All | +835.0% | +306.1% | +528.8% | +385.0% |
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