+218.0%
XLE vs JCI
+113.2%
+104.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +2.2% | +3.8% | -1.6% | +1.2% |
| 30D | +11.8% | -5.7% | +17.4% | +13.3% |
| 3M | +9.8% | -1.4% | +11.2% | +9.7% |
| 6M | +15.6% | +4.1% | +11.4% | +13.3% |
| YTD | +45.3% | +21.7% | +23.5% | +35.8% |
| 1Y | +48.3% | +36.1% | +12.2% | +33.5% |
| 3Y | +55.4% | +154.4% | -99.0% | +13.6% |
| All | +218.0% | +113.2% | +104.8% | +133.1% |
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