+508.9%
XLP vs JCI
+305.9%
+203.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.0% | +3.8% | -4.9% | -1.5% |
| 30D | -0.9% | -5.7% | +4.8% | -0.2% |
| 3M | +3.8% | -1.4% | +5.2% | +3.7% |
| 6M | -1.7% | +4.1% | -5.9% | -2.7% |
| YTD | +10.3% | +21.7% | -11.5% | +6.9% |
| 1Y | +7.8% | +36.1% | -28.3% | +2.8% |
| 3Y | +27.2% | +154.4% | -127.2% | +10.6% |
| 5Y | +32.5% | +112.0% | -79.5% | +17.0% |
| 10Y | +101.8% | +322.2% | -220.4% | +60.8% |
| All | +508.9% | +305.9% | +203.0% | +301.1% |
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