+116.9%
JCI vs FE
+45.0%
+71.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | -1.4% | +3.5% | -4.9% | -2.7% |
| 6M | +4.1% | -6.1% | +10.2% | +5.9% |
| YTD | +21.7% | +7.6% | +14.1% | +18.4% |
| 1Y | +36.1% | +11.9% | +24.2% | +30.4% |
| 3Y | +154.4% | +48.4% | +106.0% | +112.3% |
| All | +116.9% | +45.0% | +71.9% | +75.9% |
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