+13.8%
FIX vs JCI
+16.0%
-2.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -13.9% | -5.9% | -8.1% | -5.9% |
| 30D | -35.5% | -10.4% | -25.2% | -24.9% |
| 3M | -33.9% | -6.1% | -27.8% | -27.1% |
| 6M | -43.3% | +1.7% | -45.0% | -42.6% |
| YTD | +18.7% | +18.9% | -0.2% | +5.0% |
| 1Y | +13.8% | +16.1% | -2.4% | +5.5% |
| All | +13.8% | +16.0% | -2.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling