-83.6%
FIG vs JCI
+37.8%
-121.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.6% |
| 7D | +2.6% | +8.4% | -5.8% | +4.9% |
| 30D | -13.1% | -8.9% | -4.2% | -16.1% |
| 3M | -20.3% | -6.4% | -13.9% | -22.0% |
| 6M | -2.1% | +1.6% | -3.8% | -0.1% |
| YTD | -49.4% | +20.1% | -69.4% | -51.0% |
| 1Y | -57.0% | +17.2% | -74.2% | -57.7% |
| All | -83.6% | +37.8% | -121.4% | -86.0% |
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