+170.7%
XLE vs JCI
+328.4%
-157.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | 0.0% | +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