+660.3%
JCI vs FE
+561.4%
+98.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | -1.4% | +3.5% | -4.9% | -2.7% |
| 6M | +4.1% | -6.1% | +10.2% | +5.8% |
| YTD | +21.7% | +7.6% | +14.1% | +18.4% |
| 1Y | +36.1% | +11.9% | +24.2% | +30.6% |
| 3Y | +154.4% | +48.4% | +106.0% | +119.9% |
| 5Y | +112.0% | +44.8% | +67.2% | +83.7% |
| 10Y | +322.2% | +115.9% | +206.3% | +210.0% |
| All | +660.3% | +561.4% | +98.8% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling