+610.3%
JCI vs FE
+556.6%
+53.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | -9.4% | -1.0% | -8.4% | -9.1% |
| 30D | -13.4% | +4.1% | -17.6% | -14.6% |
| 3M | -12.4% | -1.0% | -11.4% | -12.3% |
| 6M | -5.1% | +4.0% | -9.1% | -6.7% |
| YTD | +13.7% | +6.8% | +6.9% | +10.7% |
| 1Y | +11.4% | +5.3% | +6.1% | +8.9% |
| 3Y | +175.9% | +44.6% | +131.3% | +140.1% |
| 5Y | +98.4% | +44.2% | +54.2% | +71.9% |
| 10Y | +311.2% | +107.3% | +203.9% | +205.7% |
| All | +610.3% | +556.6% | +53.6% | +337.1% |
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 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