+81.0%
F vs JCI
+303.0%
-222.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.1% | -2.2% |
| 7D | -0.6% | -3.4% | +2.8% | +0.8% |
| 30D | +2.9% | -10.1% | +13.0% | +8.4% |
| 3M | -9.5% | -6.8% | -2.7% | -7.4% |
| 6M | +4.0% | +2.0% | +2.0% | -0.7% |
| YTD | -1.3% | +19.2% | -20.4% | -15.9% |
| 1Y | -1.9% | +16.7% | -18.7% | -15.4% |
| 3Y | +53.5% | +194.3% | -140.8% | -34.5% |
| 5Y | -15.1% | +103.0% | -118.2% | -53.3% |
| 10Y | +81.0% | +301.7% | -220.8% | -46.3% |
| All | +81.0% | +303.0% | -222.0% | -46.3% |
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