+726.2%
FLEX vs JCI
+119.7%
+606.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.6% |
| 7D | +7.0% | +5.1% | +1.9% | +3.0% |
| 30D | -5.8% | -3.8% | -2.0% | -2.8% |
| 3M | -24.2% | +1.9% | -26.1% | -24.4% |
| 6M | +90.8% | +11.2% | +79.6% | +79.5% |
| YTD | +89.2% | +22.9% | +66.2% | +65.2% |
| 1Y | +104.7% | +37.4% | +67.3% | +65.5% |
| 3Y | +478.1% | +167.8% | +310.3% | +200.8% |
| 5Y | +726.2% | +115.0% | +611.2% | +350.8% |
| All | +726.2% | +119.7% | +606.5% | +350.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling