+657.1%
JCI vs FANG
+1,416.0%
-758.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.7% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -7.7% | +2.4% | -10.1% | -8.2% |
| 3M | +2.8% | +5.1% | -2.3% | +1.5% |
| 6M | +7.2% | +16.4% | -9.2% | +3.6% |
| YTD | +20.0% | +39.0% | -19.0% | +12.0% |
| 1Y | +33.3% | +50.6% | -17.4% | +22.2% |
| 3Y | +161.3% | +46.9% | +114.4% | +137.8% |
| 5Y | +108.8% | +238.2% | -129.5% | +60.5% |
| 10Y | +334.6% | +181.3% | +153.3% | +196.0% |
| All | +657.1% | +1,416.0% | -758.9% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling