+341.0%
JCI vs FFIV
+239.4%
+101.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.4% |
| 7D | +4.1% | +3.5% | +0.6% | +2.7% |
| 30D | -3.8% | -1.3% | -2.5% | -3.6% |
| 3M | -1.6% | +2.4% | -4.0% | -3.0% |
| 6M | +9.5% | +41.8% | -32.3% | -5.5% |
| YTD | +21.7% | +58.5% | -36.8% | -0.3% |
| 1Y | +37.1% | +24.3% | +12.8% | +23.0% |
| 3Y | +165.2% | +152.0% | +13.1% | +76.6% |
| 5Y | +110.3% | +99.1% | +11.2% | +50.3% |
| 10Y | +341.0% | +242.8% | +98.2% | +134.3% |
| All | +341.0% | +239.4% | +101.6% | +134.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling