+293.5%
JCI vs FDX
+155.8%
+137.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | +3.2% | +5.2% | -2.0% | +1.4% |
| 30D | -8.6% | +11.3% | -19.9% | -12.0% |
| 3M | -7.7% | -4.1% | -3.6% | -6.7% |
| 6M | -2.6% | +9.6% | -12.2% | -6.2% |
| YTD | +17.4% | +40.9% | -23.5% | +3.1% |
| 1Y | +16.9% | +53.0% | -36.1% | -0.2% |
| 3Y | +186.7% | +74.1% | +112.7% | +126.3% |
| 5Y | +95.4% | +75.1% | +20.3% | +48.9% |
| All | +293.5% | +155.8% | +137.7% | +135.6% |
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