+1,024.7%
XLE vs JCI
+305.9%
+718.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| YTD | +45.3% | +21.7% | +23.5% | +36.8% |
| 1Y | +48.3% | +36.1% | +12.2% | +35.4% |
| 3Y | +55.4% | +154.4% | -99.0% | +19.8% |
| 5Y | +216.1% | +112.0% | +104.1% | +151.4% |
| 10Y | +178.4% | +322.2% | -143.8% | +87.2% |
| All | +1,024.7% | +305.9% | +718.8% | +502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling