+345.4%
JCI vs FFIV
+226.8%
+118.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.1% | -1.5% | +6.7% | +5.7% |
| 30D | -3.8% | -2.7% | -1.2% | -3.1% |
| 3M | +1.9% | -1.7% | +3.6% | +2.0% |
| 6M | +11.2% | +36.1% | -24.9% | -2.5% |
| YTD | +22.9% | +52.6% | -29.7% | +2.2% |
| 1Y | +37.4% | +21.5% | +15.9% | +24.2% |
| 3Y | +167.8% | +142.7% | +25.2% | +81.0% |
| 5Y | +115.0% | +92.6% | +22.5% | +55.7% |
| All | +345.4% | +226.8% | +118.6% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling