+3,644.4%
FIX vs JCI
+298.2%
+3,346.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -13.9% | -5.9% | -8.1% | -8.4% |
| 30D | -35.5% | -10.4% | -25.2% | -28.2% |
| 3M | -33.9% | -6.1% | -27.8% | -29.0% |
| 6M | -43.3% | +1.7% | -45.0% | -42.4% |
| YTD | +18.7% | +18.9% | -0.2% | +7.1% |
| 1Y | +13.8% | +16.1% | -2.4% | +4.9% |
| 3Y | +495.0% | +187.8% | +307.1% | +184.4% |
| 5Y | +1,049.0% | +103.2% | +945.8% | +586.5% |
| 10Y | +3,644.4% | +288.2% | +3,356.2% | +1,116.9% |
| All | +3,644.4% | +298.2% | +3,346.2% | +1,116.9% |
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