-23.6%
FIG vs JCI
-7.4%
-16.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.6% | +3.7% |
| 7D | -12.6% | -3.4% | -9.2% | -14.9% |
| 30D | -13.8% | -10.1% | -3.6% | -18.5% |
| All | -23.6% | -7.4% | -16.1% | -26.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling