+415.1%
XLF vs JCI
+309.9%
+105.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +0.2% | +5.1% | -4.9% | -1.4% |
| 30D | -0.5% | -3.8% | +3.3% | +0.6% |
| 3M | +10.6% | +1.9% | +8.8% | +9.4% |
| 6M | +14.3% | +11.2% | +3.1% | +9.3% |
| YTD | +5.5% | +22.9% | -17.4% | -2.6% |
| 1Y | +9.6% | +37.4% | -27.8% | -2.7% |
| 3Y | +75.2% | +167.8% | -92.7% | +23.3% |
| 5Y | +65.5% | +115.0% | -49.5% | +23.7% |
| 10Y | +246.4% | +325.3% | -78.9% | +107.2% |
| All | +415.1% | +309.9% | +105.1% | +130.8% |
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