+351.3%
FERG vs JCI
+348.5%
+2.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -8.9% | -4.4% | -4.5% | -7.6% |
| 3M | -2.0% | +1.7% | -3.7% | -2.8% |
| 6M | -3.2% | +8.8% | -12.0% | -6.1% |
| YTD | +1.5% | +22.6% | -21.1% | -5.2% |
| 1Y | +0.5% | +36.2% | -35.7% | -9.3% |
| 3Y | +50.4% | +168.0% | -117.6% | +10.7% |
| 5Y | +68.7% | +113.5% | -44.8% | +27.5% |
| All | +351.3% | +348.5% | +2.8% | +210.2% |
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 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