+2,309.0%
JCI vs FDX
+4,252.1%
-1,943.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +2.9% | -2.1% | +5.0% | +3.7% |
| 30D | -6.9% | +10.4% | -17.4% | -10.2% |
| 3M | -6.3% | +0.5% | -6.8% | -6.8% |
| 6M | +2.6% | +6.5% | -3.9% | -0.3% |
| YTD | +21.8% | +40.2% | -18.4% | +7.2% |
| 1Y | +19.6% | +52.1% | -32.5% | +2.3% |
| 3Y | +194.9% | +72.8% | +122.1% | +134.2% |
| 5Y | +108.1% | +76.3% | +31.9% | +58.9% |
| 10Y | +307.6% | +155.7% | +151.9% | +156.9% |
| All | +2,309.0% | +4,252.1% | -1,943.2% | +503.9% |
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