+74.2%
XLF vs JCI
+165.4%
-91.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -1.2% | -4.4% | +3.3% | 0.0% |
| 3M | +9.2% | +1.7% | +7.5% | +8.2% |
| 6M | +16.3% | +8.8% | +7.5% | +12.3% |
| YTD | +5.4% | +22.6% | -17.2% | -2.6% |
| 1Y | +7.6% | +36.2% | -28.6% | -4.5% |
| 3Y | +74.2% | +168.0% | -93.8% | +22.4% |
| All | +74.2% | +165.4% | -91.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling