+80.4%
XLI vs JCI
+105.2%
-24.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -8.2% | -7.7% | -0.4% | -4.9% |
| 3M | +0.8% | +2.8% | -2.0% | -0.7% |
| 6M | +0.8% | +7.2% | -6.4% | -2.8% |
| YTD | +10.5% | +20.0% | -9.4% | +1.1% |
| 1Y | +14.1% | +33.3% | -19.1% | -0.8% |
| 3Y | +68.6% | +161.3% | -92.7% | +5.8% |
| 5Y | +80.4% | +108.8% | -28.4% | +21.4% |
| All | +80.4% | +105.2% | -24.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling