+1,348.4%
FERG vs JCI
+1,130.5%
+217.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.9% |
| 7D | 0.0% | +3.8% | -3.9% | -0.9% |
| 30D | -10.2% | -5.7% | -4.5% | -9.0% |
| 3M | -0.6% | -1.4% | +0.8% | -0.4% |
| 6M | -6.5% | +4.1% | -10.7% | -7.6% |
| YTD | +4.2% | +21.7% | -17.6% | -0.6% |
| 1Y | -2.3% | +36.1% | -38.4% | -9.1% |
| 3Y | +48.5% | +154.4% | -105.9% | +21.1% |
| 5Y | +72.0% | +112.0% | -40.0% | +41.9% |
| 10Y | +369.9% | +322.2% | +47.7% | +261.7% |
| All | +1,348.4% | +1,130.5% | +217.9% | +1,020.2% |
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