+340.5%
JCI vs FANG
+182.5%
+158.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.7% | +2.9% | -2.1% | +0.2% |
| 30D | -4.4% | +2.6% | -7.1% | -5.0% |
| 3M | +1.7% | +7.6% | -5.9% | 0.0% |
| 6M | +8.8% | +17.3% | -8.5% | +4.7% |
| YTD | +22.6% | +38.7% | -16.0% | +14.1% |
| 1Y | +36.2% | +51.6% | -15.4% | +24.1% |
| 3Y | +168.0% | +50.0% | +118.1% | +141.3% |
| 5Y | +113.5% | +237.6% | -124.1% | +61.1% |
| All | +340.5% | +182.5% | +158.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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