+307.6%
JCI vs FICO
+544.1%
-236.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +2.9% | +4.0% | -1.1% | +2.1% |
| 30D | -6.9% | -1.5% | -5.4% | -7.1% |
| 3M | -6.3% | -29.8% | +23.5% | -1.9% |
| 6M | +2.6% | -33.3% | +35.8% | +6.5% |
| YTD | +21.8% | -56.9% | +78.7% | +39.3% |
| 1Y | +19.6% | -59.5% | +79.1% | +39.0% |
| 3Y | +194.9% | -26.9% | +221.8% | +175.2% |
| 5Y | +108.1% | +92.9% | +15.2% | +37.0% |
| 10Y | +307.6% | +539.5% | -231.9% | +60.1% |
| All | +307.6% | +544.1% | -236.5% | +60.1% |
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