+166.8%
JCI vs FFIV
+140.3%
+26.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -1.0% | +4.8% | +4.1% |
| 30D | -5.7% | -5.1% | -0.6% | -4.3% |
| 3M | -1.4% | -4.5% | +3.1% | -0.3% |
| 6M | +4.1% | +36.5% | -32.3% | -7.0% |
| YTD | +21.7% | +53.0% | -31.2% | +3.3% |
| 1Y | +36.1% | +24.2% | +11.9% | +24.4% |
| All | +166.8% | +140.3% | +26.6% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling