-83.2%
FIG vs JCI
+36.8%
-120.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.6% | +4.4% |
| 7D | -12.6% | -3.4% | -9.2% | -14.1% |
| 30D | -13.8% | -10.1% | -3.6% | -17.2% |
| 3M | -16.7% | -6.8% | -9.9% | -18.4% |
| 6M | -6.1% | +2.0% | -8.1% | -4.3% |
| YTD | -48.1% | +19.2% | -67.3% | -49.8% |
| 1Y | -56.2% | +16.7% | -72.9% | -57.0% |
| All | -83.2% | +36.8% | -120.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling