+325.3%
JCI vs FE
+113.1%
+212.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | -3.8% | -2.1% | -1.7% | -3.2% |
| 3M | +1.9% | +2.6% | -0.7% | +0.9% |
| 6M | +11.2% | -6.8% | +18.0% | +13.2% |
| YTD | +22.9% | +6.9% | +16.1% | +19.9% |
| 1Y | +37.4% | +11.6% | +25.8% | +32.0% |
| 3Y | +167.8% | +47.7% | +120.1% | +131.3% |
| 5Y | +115.0% | +46.2% | +68.8% | +85.4% |
| 10Y | +325.3% | +109.2% | +216.1% | +256.1% |
| All | +325.3% | +113.1% | +212.2% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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