+9.1%
XLF vs JCI
+37.7%
-28.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | 0.0% | +3.8% | -3.8% | -0.4% |
| 30D | +0.2% | -5.7% | +5.8% | +0.7% |
| 3M | +11.7% | -1.4% | +13.1% | +11.7% |
| 6M | +13.8% | +4.1% | +9.7% | +12.5% |
| YTD | +7.0% | +21.7% | -14.7% | +3.1% |
| 1Y | +9.1% | +36.1% | -27.0% | +2.2% |
| All | +9.1% | +37.7% | -28.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling