+27.7%
JCI vs FICO
-57.1%
+84.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.0% | -6.5% |
| 7D | -10.7% | +0.4% | -11.1% | -10.7% |
| 30D | -10.4% | +1.7% | -12.1% | -10.2% |
| 3M | -8.3% | -33.0% | +24.8% | -11.1% |
| 6M | -2.1% | -33.9% | +31.7% | -5.8% |
| YTD | +18.4% | -58.5% | +76.9% | +19.2% |
| 1Y | +27.7% | -56.4% | +84.0% | +25.5% |
| All | +27.7% | -57.1% | +84.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling