+633.7%
XLU vs JCI
+300.0%
+333.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -2.5% | -7.7% | +5.2% | -1.4% |
| 3M | -2.7% | +2.8% | -5.5% | -3.3% |
| 6M | -7.5% | +7.2% | -14.7% | -8.8% |
| YTD | +0.9% | +20.0% | -19.0% | -2.3% |
| 1Y | +3.3% | +33.3% | -30.0% | -1.8% |
| 3Y | +47.3% | +161.3% | -114.0% | +25.1% |
| 5Y | +44.4% | +108.8% | -64.4% | +25.7% |
| 10Y | +140.8% | +334.6% | -193.8% | +85.4% |
| All | +633.7% | +300.0% | +333.7% | +377.4% |
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 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