-80.9%
FIG vs JCI
+39.7%
-120.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.6% |
| 7D | -14.5% | +4.1% | -18.5% | -13.1% |
| 30D | -13.3% | -3.8% | -9.5% | -14.4% |
| 3M | +7.4% | -1.6% | +9.1% | +8.0% |
| 6M | -27.8% | +9.5% | -37.3% | -27.1% |
| YTD | -41.1% | +21.7% | -62.8% | -42.7% |
| 1Y | -58.7% | +37.1% | -95.9% | -63.5% |
| All | -80.9% | +39.7% | -120.6% | -83.7% |
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