+86.4%
F vs JCI
+328.4%
-242.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.9% |
| 7D | +1.2% | +5.1% | -4.0% | -2.0% |
| 30D | +1.2% | -3.8% | +5.1% | +3.5% |
| 3M | -5.7% | +1.9% | -7.5% | -7.8% |
| 6M | +17.9% | +11.2% | +6.7% | +8.1% |
| YTD | +10.4% | +22.9% | -12.5% | -5.9% |
| 1Y | +25.3% | +37.4% | -12.0% | -1.2% |
| 3Y | +37.5% | +167.8% | -130.4% | -35.2% |
| 5Y | +46.5% | +115.0% | -68.5% | -20.7% |
| 10Y | +86.4% | +325.3% | -238.9% | -43.4% |
| All | +86.4% | +328.4% | -242.1% | -43.4% |
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 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