+288.2%
JCI vs FDX
+155.6%
+132.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -5.9% | +0.5% | -6.3% | -6.1% |
| 30D | -10.4% | +9.5% | -19.9% | -13.3% |
| 3M | -6.1% | -1.3% | -4.8% | -6.0% |
| 6M | +1.7% | +5.5% | -3.8% | -0.8% |
| YTD | +18.9% | +38.9% | -20.0% | +4.9% |
| 1Y | +16.1% | +58.8% | -42.7% | -2.3% |
| 3Y | +187.8% | +71.1% | +116.7% | +128.5% |
| 5Y | +103.2% | +76.3% | +26.9% | +54.4% |
| 10Y | +288.2% | +153.4% | +134.8% | +131.8% |
| All | +288.2% | +155.6% | +132.6% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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