+988.3%
XLE vs JCI
+279.2%
+709.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -12.0% | -9.4% | -2.6% | -9.9% |
| 30D | -2.7% | -13.4% | +10.7% | +0.5% |
| 3M | +6.6% | -12.4% | +19.0% | +9.6% |
| 6M | +9.5% | -5.1% | +14.7% | +9.9% |
| YTD | +40.6% | +13.7% | +26.8% | +34.1% |
| 1Y | +43.6% | +11.4% | +32.2% | +37.5% |
| 3Y | +58.1% | +175.9% | -117.8% | +19.0% |
| 5Y | +152.2% | +98.4% | +53.8% | +103.2% |
| 10Y | +172.9% | +311.2% | -138.2% | +84.4% |
| All | +988.3% | +279.2% | +709.1% | +489.9% |
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 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