+593.7%
XYZ vs JCI
+312.8%
+280.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -2.1% |
| 7D | -1.0% | +3.8% | -4.8% | -3.6% |
| 30D | -1.7% | -5.7% | +4.0% | +2.0% |
| 3M | +16.7% | -1.4% | +18.1% | +16.1% |
| 6M | +26.9% | +4.1% | +22.7% | +19.4% |
| YTD | +27.1% | +21.7% | +5.4% | +5.4% |
| 1Y | +9.3% | +36.1% | -26.9% | -17.4% |
| 3Y | +42.3% | +154.4% | -112.2% | -33.6% |
| 5Y | -69.3% | +112.0% | -181.3% | -83.8% |
| All | +593.7% | +312.8% | +280.9% | +108.9% |
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