+28.4%
XLY vs JCI
+111.7%
-83.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -4.2% | -4.4% | +0.3% | -2.4% |
| 3M | -2.7% | +1.7% | -4.3% | -4.0% |
| 6M | -0.6% | +8.8% | -9.4% | -5.7% |
| YTD | -5.0% | +22.6% | -27.7% | -15.4% |
| 1Y | -4.1% | +36.2% | -40.3% | -19.3% |
| 3Y | +33.6% | +168.0% | -134.4% | -22.9% |
| All | +28.4% | +111.7% | -83.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling