+519.9%
FIX vs JCI
+197.0%
+322.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.6% | +2.2% |
| 7D | +6.4% | +2.9% | +3.5% | +3.8% |
| 30D | -29.1% | -6.9% | -22.1% | -21.9% |
| 3M | -31.1% | -6.3% | -24.9% | -24.6% |
| 6M | -42.8% | +2.6% | -45.4% | -42.8% |
| YTD | +24.6% | +21.8% | +2.8% | +5.3% |
| 1Y | +21.9% | +19.6% | +2.3% | +5.2% |
| All | +519.9% | +197.0% | +322.8% | +171.5% |
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 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