+163.9%
XLE vs JCI
+298.2%
-134.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.7% | -5.9% | -0.8% | -4.3% |
| 30D | -4.4% | -10.4% | +6.0% | -0.3% |
| 3M | +4.0% | -6.1% | +10.1% | +5.8% |
| 6M | +13.2% | +1.7% | +11.5% | +9.6% |
| YTD | +41.9% | +18.9% | +23.0% | +25.8% |
| 1Y | +41.6% | +16.1% | +25.5% | +26.8% |
| 3Y | +64.0% | +187.8% | -123.8% | -13.6% |
| 5Y | +158.1% | +103.2% | +54.9% | +60.8% |
| 10Y | +163.9% | +288.2% | -124.3% | -7.4% |
| All | +163.9% | +298.2% | -134.3% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling