+832.0%
XLB vs JCI
+296.3%
+535.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | -5.9% | +6.4% | +1.9% |
| 30D | +6.9% | -10.4% | +17.3% | +9.6% |
| 3M | -0.2% | -6.1% | +5.9% | +0.9% |
| 6M | +3.3% | +1.7% | +1.6% | +1.8% |
| YTD | +18.0% | +18.9% | -0.8% | +11.3% |
| 1Y | +24.2% | +16.1% | +8.1% | +17.8% |
| 3Y | +44.7% | +187.8% | -143.1% | +6.4% |
| 5Y | +31.6% | +103.2% | -71.6% | +5.2% |
| 10Y | +164.2% | +288.2% | -124.0% | +77.7% |
| All | +832.0% | +296.3% | +535.6% | +386.6% |
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