+500.6%
F vs JCI
+2,274.1%
-1,773.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -0.2% | -5.9% | +5.6% | +1.5% |
| 30D | +0.9% | -10.4% | +11.3% | +4.0% |
| 3M | -11.3% | -6.1% | -5.2% | -10.3% |
| 6M | +2.0% | +1.7% | +0.3% | 0.0% |
| YTD | -3.2% | +18.9% | -22.0% | -10.3% |
| 1Y | -3.5% | +16.1% | -19.6% | -9.9% |
| 3Y | +48.1% | +187.8% | -139.7% | +0.2% |
| 5Y | -13.5% | +103.2% | -116.7% | -34.1% |
| 10Y | +72.2% | +288.2% | -216.0% | +6.9% |
| All | +500.6% | +2,274.1% | -1,773.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling