+3,601.2%
FIX vs JCI
+300.9%
+3,300.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -1.7% |
| 7D | +16.9% | +8.4% | +8.5% | +9.4% |
| 30D | -30.6% | -8.9% | -21.8% | -23.7% |
| 3M | -35.1% | -6.4% | -28.6% | -29.9% |
| 6M | -44.0% | +1.6% | -45.6% | -43.1% |
| YTD | +21.0% | +20.1% | +1.0% | +8.4% |
| 1Y | +16.2% | +17.2% | -1.1% | +6.3% |
| 3Y | +506.9% | +190.7% | +316.1% | +187.4% |
| 5Y | +1,051.1% | +99.9% | +951.2% | +595.7% |
| All | +3,601.2% | +300.9% | +3,300.3% | +1,099.7% |
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 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