+304.3%
JCI vs FICO
+512.2%
-207.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -9.4% | -0.9% | -8.5% | -9.2% |
| 30D | -13.4% | +3.3% | -16.7% | -14.6% |
| 3M | -12.4% | -31.7% | +19.3% | -7.9% |
| 6M | -5.1% | -34.0% | +28.8% | -1.6% |
| YTD | +13.7% | -58.3% | +72.1% | +30.8% |
| 1Y | +11.4% | -57.9% | +69.3% | +27.6% |
| 3Y | +175.9% | -24.1% | +199.9% | +153.6% |
| 5Y | +98.4% | +85.3% | +13.1% | +32.1% |
| All | +304.3% | +512.2% | -207.9% | +73.8% |
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