+1,315.5%
JCI vs FDS
+10,448.9%
-9,133.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +8.4% | -2.6% | +11.0% | +9.1% |
| 30D | -8.9% | +14.1% | -23.0% | -12.5% |
| 3M | -6.4% | +19.8% | -26.2% | -12.0% |
| 6M | +1.6% | +55.0% | -53.3% | -12.9% |
| YTD | +20.1% | +15.9% | +4.2% | +9.8% |
| 1Y | +17.2% | +24.2% | -7.0% | +4.7% |
| 3Y | +190.7% | -24.0% | +214.8% | +197.2% |
| 5Y | +99.9% | -23.3% | +123.2% | +103.0% |
| 10Y | +301.8% | +128.0% | +173.8% | +194.4% |
| All | +1,315.5% | +10,448.9% | -9,133.4% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling