+341.0%
JCI vs FDS
+72.8%
+268.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.1% |
| 7D | +4.1% | -8.8% | +12.9% | +6.6% |
| 30D | -3.8% | -1.4% | -2.5% | -3.8% |
| 3M | -1.6% | +13.9% | -15.5% | -6.8% |
| 6M | +9.5% | +27.4% | -17.9% | -1.9% |
| YTD | +21.7% | -2.5% | +24.2% | +19.3% |
| 1Y | +37.1% | -23.8% | +60.9% | +47.8% |
| 3Y | +165.2% | -32.5% | +197.7% | +198.1% |
| 5Y | +110.3% | -23.2% | +133.5% | +121.2% |
| 10Y | +341.0% | +76.4% | +264.6% | +226.1% |
| All | +341.0% | +72.8% | +268.1% | +226.1% |
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