+2,257.0%
JCI vs FDX
+4,201.0%
-1,944.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -10.1% | +9.3% | -19.4% | -13.0% |
| 3M | -6.8% | +0.5% | -7.3% | -7.3% |
| 6M | +2.0% | +5.3% | -3.3% | -0.5% |
| YTD | +19.2% | +38.6% | -19.4% | +5.3% |
| 1Y | +16.7% | +53.5% | -36.8% | -0.6% |
| 3Y | +194.3% | +74.2% | +120.1% | +133.0% |
| 5Y | +103.0% | +75.3% | +27.8% | +55.2% |
| 10Y | +301.7% | +156.3% | +145.5% | +153.0% |
| All | +2,257.0% | +4,201.0% | -1,944.0% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling