+136.2%
XLP vs JCI
+300.9%
-164.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -0.2% | +8.4% | -8.6% | -1.8% |
| 30D | +8.2% | -8.9% | +17.1% | +9.7% |
| 3M | +7.7% | -6.4% | +14.2% | +8.5% |
| 6M | +9.3% | +1.6% | +7.7% | +7.5% |
| YTD | +19.5% | +20.1% | -0.6% | +12.7% |
| 1Y | +21.0% | +17.2% | +3.8% | +14.7% |
| 3Y | +43.2% | +190.7% | -147.5% | +4.8% |
| 5Y | +42.7% | +99.9% | -57.2% | +14.1% |
| All | +136.2% | +300.9% | -164.8% | +41.0% |
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