+288.2%
JCI vs FE
+110.9%
+177.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | -5.9% | -0.5% | -5.3% | -5.7% |
| 30D | -10.4% | +4.3% | -14.7% | -11.6% |
| 3M | -6.1% | +0.4% | -6.5% | -6.3% |
| 6M | +1.7% | +6.9% | -5.2% | -0.8% |
| YTD | +18.9% | +8.0% | +10.9% | +15.3% |
| 1Y | +16.1% | +4.8% | +11.3% | +13.7% |
| 3Y | +187.8% | +49.0% | +138.9% | +147.0% |
| 5Y | +103.2% | +46.2% | +57.0% | +74.6% |
| 10Y | +288.2% | +120.9% | +167.3% | +218.0% |
| All | +288.2% | +110.9% | +177.3% | +218.0% |
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