+288.2%
JCI vs FICO
+535.6%
-247.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.4% |
| 7D | -5.9% | +0.9% | -6.7% | -6.0% |
| 30D | -10.4% | +9.4% | -19.8% | -12.5% |
| 3M | -6.1% | -30.4% | +24.3% | -1.5% |
| 6M | +1.7% | -35.1% | +36.8% | +6.3% |
| YTD | +18.9% | -56.8% | +75.6% | +35.9% |
| 1Y | +16.1% | -58.4% | +74.5% | +34.0% |
| 3Y | +187.8% | -26.7% | +214.5% | +168.5% |
| 5Y | +103.2% | +88.0% | +15.2% | +35.0% |
| 10Y | +288.2% | +545.7% | -257.5% | +53.2% |
| All | +288.2% | +535.6% | -247.4% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling