+448.7%
FIX vs JCI
+174.6%
+274.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +2.4% |
| 7D | -17.5% | -9.4% | -8.1% | -6.7% |
| 30D | -41.6% | -13.4% | -28.2% | -30.4% |
| 3M | -40.6% | -12.4% | -28.2% | -30.0% |
| 6M | -49.4% | -5.1% | -44.2% | -44.8% |
| YTD | +9.2% | +13.7% | -4.6% | -0.6% |
| 1Y | +6.5% | +11.4% | -5.0% | -0.7% |
| 3Y | +448.7% | +175.9% | +272.8% | +139.0% |
| All | +448.7% | +174.6% | +274.1% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling