+253.9%
XLI vs JCI
+348.5%
-94.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | -0.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -7.3% | -4.4% | -2.8% | -5.2% |
| 3M | -1.3% | +1.7% | -3.0% | -2.6% |
| 6M | +2.2% | +8.8% | -6.6% | -3.0% |
| YTD | +11.7% | +22.6% | -10.9% | -0.8% |
| 1Y | +14.3% | +36.2% | -22.0% | -4.4% |
| 3Y | +70.3% | +168.0% | -97.7% | -4.0% |
| 5Y | +82.3% | +113.5% | -31.1% | +13.6% |
| All | +253.9% | +348.5% | -94.6% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling