+429.4%
XLF vs JCI
+291.3%
+138.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.6% |
| 30D | +7.6% | -8.6% | +16.2% | +10.1% |
| 3M | +1.1% | -7.7% | +8.8% | +2.9% |
| 6M | +15.9% | -2.6% | +18.5% | +15.1% |
| YTD | +8.4% | +17.4% | -8.9% | +0.8% |
| 1Y | +12.5% | +16.9% | -4.4% | +4.7% |
| 3Y | +81.6% | +186.7% | -105.2% | +24.1% |
| 5Y | +59.3% | +95.4% | -36.1% | +21.9% |
| 10Y | +225.4% | +292.7% | -67.3% | +98.1% |
| All | +429.4% | +291.3% | +138.0% | +138.9% |
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