-17.2%
F vs JCI
+96.3%
-113.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +1.2% |
| 7D | -3.1% | +3.2% | -6.3% | -4.7% |
| 30D | 0.0% | -8.6% | +8.6% | +3.6% |
| 3M | -13.2% | -7.7% | -5.5% | -11.0% |
| 6M | -10.2% | -2.6% | -7.6% | -11.5% |
| YTD | -4.9% | +17.4% | -22.3% | -16.6% |
| 1Y | -6.1% | +16.9% | -23.0% | -17.5% |
| 3Y | +46.0% | +186.7% | -140.8% | -33.2% |
| All | -17.2% | +96.3% | -113.5% | -52.2% |
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