+215.8%
JCI vs FFIV
+6,091.4%
-5,875.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -5.9% | -4.2% | -1.7% | -5.2% |
| 30D | -10.4% | -33.9% | +23.5% | -4.9% |
| 3M | -6.1% | -22.6% | +16.5% | -2.8% |
| 6M | +1.7% | -10.4% | +12.1% | +2.8% |
| YTD | +18.9% | +24.3% | -5.4% | +13.8% |
| 1Y | +16.1% | +31.8% | -15.7% | +10.1% |
| 3Y | +187.8% | +99.5% | +88.3% | +155.7% |
| 5Y | +103.2% | +40.7% | +62.5% | +89.0% |
| 10Y | +288.2% | +126.9% | +161.3% | +233.7% |
| All | +215.8% | +6,091.4% | -5,875.6% | +64.7% |
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