+5,831.7%
FIX vs JCI
+312.8%
+5,518.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.4% |
| 7D | +6.0% | +3.8% | +2.2% | +2.8% |
| 30D | -7.2% | -5.7% | -1.6% | -2.6% |
| 3M | -15.9% | -1.4% | -14.5% | -14.1% |
| 6M | +12.7% | +4.1% | +8.6% | +11.1% |
| YTD | +72.8% | +21.7% | +51.0% | +50.4% |
| 1Y | +122.9% | +36.1% | +86.8% | +78.3% |
| 3Y | +774.3% | +154.4% | +619.9% | +350.2% |
| 5Y | +2,049.5% | +112.0% | +1,937.4% | +1,125.7% |
| All | +5,831.7% | +312.8% | +5,518.9% | +1,808.0% |
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