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  • XLE vs JCI✓SelectedUSD · JCIXLE vs JCI performance historyLatest closeAs of+1.11%09/08
Stock and ETF performance explorer

XLE vs JCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+170.7%
JCI return
+328.4%
Excess return
-157.8%
Maximum drawdown
-66.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJCIExcessAlpha
1D+1.1%+1.0%+0.1%+0.7%
7D0.0%+5.1%-5.1%-2.3%
30D+12.6%-3.8%+16.5%+14.5%
3M+11.8%+1.9%+9.9%+9.8%
6M+16.1%+11.2%+4.9%+8.2%
YTD+46.9%+22.9%+23.9%+29.6%
1Y+53.3%+37.4%+15.9%+26.9%
3Y+54.9%+167.8%-112.9%-13.6%
5Y+225.7%+115.0%+110.7%+98.6%
10Y+170.7%+325.3%-154.6%-2.9%
All+170.7%+328.4%-157.8%-2.9%

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