+14.7%
XLF vs JCI
+27.0%
-12.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.7% |
| 7D | +5.5% | -10.7% | +16.2% | +6.0% |
| 30D | +9.9% | -10.4% | +20.3% | +10.4% |
| 3M | +2.6% | -8.3% | +10.9% | +2.9% |
| 6M | +15.6% | -2.1% | +17.7% | +15.2% |
| YTD | +9.4% | +18.4% | -9.0% | +6.1% |
| 1Y | +14.7% | +27.7% | -12.9% | +10.1% |
| All | +14.7% | +27.0% | -12.3% | +10.1% |
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 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