+615.0%
F vs JCI
+2,331.5%
-1,716.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +5.3% | +3.8% | +1.5% | +4.0% |
| 30D | +4.6% | -5.7% | +10.3% | +6.6% |
| 3M | -3.7% | -1.4% | -2.3% | -3.6% |
| 6M | +16.8% | +4.1% | +12.7% | +14.4% |
| YTD | +15.3% | +21.7% | -6.4% | +6.8% |
| 1Y | +31.0% | +36.1% | -5.1% | +16.7% |
| 3Y | +45.4% | +154.4% | -109.0% | +3.4% |
| 5Y | +54.7% | +112.0% | -57.4% | +17.1% |
| 10Y | +98.2% | +322.2% | -224.0% | +20.9% |
| All | +615.0% | +2,331.5% | -1,716.5% | +89.6% |
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