+115.0%
JCI vs FDS
-20.4%
+135.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.6% |
| 7D | +5.1% | -5.4% | +10.5% | +5.9% |
| 30D | -3.8% | +1.6% | -5.4% | -4.2% |
| 3M | +1.9% | +17.7% | -15.8% | -1.3% |
| 6M | +11.2% | +29.1% | -17.9% | +4.2% |
| YTD | +22.9% | +1.0% | +22.0% | +24.5% |
| 1Y | +37.4% | -21.6% | +59.0% | +54.8% |
| 3Y | +167.8% | -30.1% | +197.9% | +213.4% |
| 5Y | +115.0% | -20.7% | +135.8% | +148.9% |
| All | +115.0% | -20.4% | +135.4% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling