+640.4%
FLEX vs JCI
+303.0%
+337.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.8% | +7.2% | +8.2% |
| 7D | -7.2% | -3.4% | -3.7% | -3.4% |
| 30D | -34.8% | -10.1% | -24.6% | -27.7% |
| 3M | -35.6% | -6.8% | -28.8% | -30.3% |
| 6M | -45.0% | +2.0% | -47.0% | -43.8% |
| YTD | +29.4% | +19.2% | +10.2% | +17.4% |
| 1Y | +24.8% | +16.7% | +8.1% | +15.1% |
| 3Y | +304.4% | +194.3% | +110.1% | +88.8% |
| 5Y | +484.1% | +103.0% | +381.0% | +245.7% |
| 10Y | +640.4% | +301.7% | +338.7% | +124.1% |
| All | +640.4% | +303.0% | +337.4% | +124.1% |
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