+194.3%
JCI vs FDS
-24.3%
+218.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.1% | +4.8% |
| 7D | -3.4% | -5.0% | +1.5% | -3.8% |
| 30D | -10.1% | +13.8% | -23.9% | -9.4% |
| 3M | -6.8% | +14.8% | -21.6% | -5.8% |
| 6M | +2.0% | +47.4% | -45.4% | +3.1% |
| YTD | +19.2% | +14.2% | +5.0% | +26.3% |
| 1Y | +16.7% | +26.6% | -9.9% | +19.7% |
| 3Y | +194.3% | -24.4% | +218.8% | +260.1% |
| All | +194.3% | -24.3% | +218.6% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling