+95.0%
JCI vs FE
+47.0%
+48.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.5% |
| 7D | +3.2% | +1.2% | +2.0% | +2.8% |
| 30D | -8.6% | +4.5% | -13.1% | -9.8% |
| 3M | -7.7% | +1.3% | -9.1% | -8.2% |
| 6M | -2.6% | +8.7% | -11.2% | -5.3% |
| YTD | +17.4% | +9.2% | +8.1% | +13.6% |
| 1Y | +16.9% | +7.0% | +9.9% | +13.9% |
| 3Y | +186.7% | +51.4% | +135.4% | +138.1% |
| All | +95.0% | +47.0% | +48.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling