+149.9%
XLE vs JCI
+95.9%
+54.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -12.0% | -9.4% | -2.6% | -10.0% |
| 30D | -2.7% | -13.4% | +10.7% | +0.3% |
| 3M | +6.6% | -12.4% | +19.0% | +9.4% |
| 6M | +9.5% | -5.1% | +14.7% | +9.7% |
| YTD | +40.6% | +13.7% | +26.8% | +33.0% |
| 1Y | +43.6% | +11.4% | +32.2% | +36.5% |
| 3Y | +58.1% | +175.9% | -117.8% | +11.7% |
| All | +149.9% | +95.9% | +54.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling