+3,800.0%
FIX vs JCI
+303.0%
+3,496.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.8% | +4.6% | +5.3% |
| 7D | -7.2% | -3.4% | -3.8% | -3.3% |
| 30D | -35.1% | -10.1% | -25.0% | -27.9% |
| 3M | -34.3% | -6.8% | -27.5% | -28.9% |
| 6M | -42.9% | +2.0% | -44.9% | -42.2% |
| YTD | +19.5% | +19.2% | +0.3% | +7.6% |
| 1Y | +16.8% | +16.7% | 0.0% | +7.2% |
| 3Y | +506.7% | +194.3% | +312.4% | +185.1% |
| 5Y | +1,046.7% | +103.0% | +943.7% | +585.1% |
| 10Y | +3,800.0% | +301.7% | +3,498.2% | +1,176.1% |
| All | +3,800.0% | +303.0% | +3,496.9% | +1,176.1% |
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