+46.3%
XLU vs JCI
+165.4%
-119.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -3.3% | -4.4% | +1.1% | -2.6% |
| 3M | -3.2% | +1.7% | -4.8% | -3.7% |
| 6M | -7.0% | +8.8% | -15.8% | -8.9% |
| YTD | +0.6% | +22.6% | -22.0% | -3.9% |
| 1Y | +2.4% | +36.2% | -33.8% | -4.4% |
| 3Y | +46.3% | +168.0% | -121.8% | +14.8% |
| All | +46.3% | +165.4% | -119.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling