+449.4%
FLEX vs JCI
+165.5%
+283.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | -0.1% |
| 7D | -0.9% | +3.8% | -4.7% | -4.1% |
| 30D | -10.1% | -5.7% | -4.5% | -5.4% |
| 3M | -31.3% | -1.4% | -29.9% | -29.8% |
| 6M | +71.3% | +4.1% | +67.1% | +68.1% |
| YTD | +81.2% | +21.7% | +59.5% | +57.1% |
| 1Y | +98.5% | +36.1% | +62.4% | +57.8% |
| All | +449.4% | +165.5% | +283.9% | +159.7% |
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