+37.1%
JCI vs FDS
-23.8%
+60.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.7% |
| 7D | +4.1% | -8.8% | +12.9% | +2.1% |
| 30D | -3.8% | -1.4% | -2.5% | -3.9% |
| 3M | -1.6% | +13.9% | -15.5% | +2.3% |
| 6M | +9.5% | +27.4% | -17.9% | +16.9% |
| YTD | +21.7% | -2.5% | +24.2% | +25.9% |
| 1Y | +37.1% | -23.8% | +60.9% | +40.1% |
| All | +37.1% | -23.8% | +60.9% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling