+341.0%
JCI vs FDX
+173.3%
+167.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +4.1% | -2.3% | +6.4% | +4.9% |
| 30D | -3.8% | -4.9% | +1.1% | -2.3% |
| 3M | -1.6% | -6.5% | +4.8% | +0.4% |
| 6M | +9.5% | +6.7% | +2.9% | +6.4% |
| YTD | +21.7% | +33.9% | -12.1% | +9.2% |
| 1Y | +37.1% | +72.2% | -35.0% | +12.4% |
| 3Y | +165.2% | +60.2% | +104.9% | +115.7% |
| 5Y | +110.3% | +62.9% | +47.4% | +64.5% |
| 10Y | +341.0% | +178.8% | +162.2% | +162.6% |
| All | +341.0% | +173.3% | +167.7% | +162.6% |
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