+293.5%
JCI vs FDS
+127.7%
+165.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | -8.6% | +14.8% | -23.4% | -12.3% |
| 3M | -7.7% | +16.3% | -24.0% | -12.4% |
| 6M | -2.6% | +66.2% | -68.8% | -19.1% |
| YTD | +17.4% | +16.2% | +1.1% | +8.9% |
| 1Y | +16.9% | +21.8% | -4.9% | +5.8% |
| 3Y | +186.7% | -23.9% | +210.6% | +213.7% |
| 5Y | +95.4% | -23.1% | +118.5% | +110.1% |
| All | +293.5% | +127.7% | +165.9% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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