+3,653.2%
FIX vs JCI
+304.0%
+3,349.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +3.1% |
| 7D | -17.5% | -9.4% | -8.1% | -9.3% |
| 30D | -41.6% | -13.4% | -28.2% | -33.1% |
| 3M | -40.6% | -12.4% | -28.2% | -32.5% |
| 6M | -49.4% | -5.1% | -44.2% | -45.6% |
| YTD | +9.2% | +13.7% | -4.6% | +2.2% |
| 1Y | +6.5% | +11.4% | -5.0% | +1.6% |
| 3Y | +448.7% | +175.9% | +272.8% | +172.6% |
| 5Y | +948.7% | +98.4% | +850.3% | +541.1% |
| All | +3,653.2% | +304.0% | +3,349.1% | +1,170.8% |
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