+223.6%
JCI vs FFIV
+6,144.1%
-5,920.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.4% |
| 30D | -6.9% | -32.4% | +25.5% | -1.6% |
| 3M | -6.3% | -22.7% | +16.4% | -3.0% |
| 6M | +2.6% | -10.7% | +13.3% | +3.7% |
| YTD | +21.8% | +25.4% | -3.6% | +16.5% |
| 1Y | +19.6% | +34.2% | -14.6% | +13.1% |
| 3Y | +194.9% | +101.2% | +93.7% | +161.6% |
| 5Y | +108.1% | +42.0% | +66.2% | +93.4% |
| 10Y | +307.6% | +126.7% | +180.9% | +250.4% |
| All | +223.6% | +6,144.1% | -5,920.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling