+1,111.5%
XLI vs JCI
+309.9%
+801.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +1.0% | +5.1% | -4.1% | -0.6% |
| 30D | -5.8% | -3.8% | -2.0% | -4.7% |
| 3M | +0.7% | +1.9% | -1.2% | -0.1% |
| 6M | +3.2% | +11.2% | -8.0% | -0.5% |
| YTD | +13.0% | +22.9% | -9.9% | +5.5% |
| 1Y | +16.8% | +37.4% | -20.6% | +5.2% |
| 3Y | +72.4% | +167.8% | -95.4% | +25.4% |
| 5Y | +82.8% | +115.0% | -32.3% | +40.5% |
| 10Y | +252.4% | +325.3% | -72.9% | +120.1% |
| All | +1,111.5% | +309.9% | +801.6% | +498.6% |
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