+2,307.7%
JCI vs FDX
+4,233.7%
-1,925.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | -2.5% | +6.4% | +4.7% |
| 30D | -5.7% | +3.8% | -9.5% | -7.0% |
| 3M | -1.4% | -1.3% | -0.1% | -1.1% |
| 6M | +4.1% | +5.0% | -0.9% | +1.8% |
| YTD | +21.7% | +39.6% | -17.9% | +7.6% |
| 1Y | +36.1% | +81.1% | -45.0% | +9.7% |
| 3Y | +154.4% | +63.0% | +91.4% | +106.5% |
| 5Y | +112.0% | +65.6% | +46.4% | +65.5% |
| 10Y | +322.2% | +183.4% | +138.9% | +157.4% |
| All | +2,307.7% | +4,233.7% | -1,925.9% | +506.4% |
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