+36.1%
JCI vs FFIV
+25.9%
+10.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | -5.7% | -5.1% | -0.6% | -5.1% |
| 3M | -1.4% | -4.5% | +3.1% | -0.9% |
| 6M | +4.1% | +36.5% | -32.3% | +0.7% |
| YTD | +21.7% | +53.0% | -31.2% | +15.4% |
| 1Y | +36.1% | +24.2% | +11.9% | +30.3% |
| All | +36.1% | +25.9% | +10.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling