+376.1%
JCI vs FCUV
-95.6%
+471.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -65.2% | +66.2% | +1.0% |
| 7D | +5.1% | -47.9% | +53.0% | +5.1% |
| 30D | -3.8% | +13.7% | -17.5% | -3.9% |
| 3M | +1.9% | +97.0% | -95.1% | +1.5% |
| 6M | +11.2% | -66.1% | +77.3% | +10.8% |
| YTD | +22.9% | -81.8% | +104.7% | +22.5% |
| 1Y | +37.4% | -93.3% | +130.7% | +36.9% |
| 3Y | +167.8% | -99.2% | +267.0% | +167.0% |
| 5Y | +115.0% | -99.9% | +214.9% | +114.1% |
| 10Y | +325.3% | -98.5% | +423.8% | +337.9% |
| All | +376.1% | -95.6% | +471.6% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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