+115.0%
JCI vs FDX
+63.0%
+52.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.8% |
| 7D | +5.1% | -3.3% | +8.4% | +6.1% |
| 30D | -3.8% | -1.4% | -2.4% | -3.6% |
| 3M | +1.9% | -4.5% | +6.4% | +3.1% |
| 6M | +11.2% | +9.4% | +1.8% | +7.7% |
| YTD | +22.9% | +36.0% | -13.1% | +11.6% |
| 1Y | +37.4% | +75.5% | -38.1% | +15.5% |
| 3Y | +167.8% | +62.8% | +105.0% | +123.6% |
| 5Y | +115.0% | +64.4% | +50.6% | +71.3% |
| All | +115.0% | +63.0% | +52.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling