+12,471.5%
FIX vs JCI
+744.2%
+11,727.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +6.0% | +3.8% | +2.2% | +4.7% |
| 30D | -7.2% | -5.7% | -1.6% | -5.3% |
| 3M | -15.9% | -1.4% | -14.5% | -14.9% |
| 6M | +12.7% | +4.1% | +8.6% | +12.5% |
| YTD | +72.8% | +21.7% | +51.0% | +63.9% |
| 1Y | +122.9% | +36.1% | +86.8% | +104.5% |
| 3Y | +774.3% | +154.4% | +619.9% | +573.7% |
| 5Y | +2,049.5% | +112.0% | +1,937.4% | +1,640.8% |
| 10Y | +5,821.5% | +322.2% | +5,499.2% | +3,885.1% |
| All | +12,471.5% | +744.2% | +11,727.3% | +5,681.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling