+293.5%
JCI vs FICO
+527.0%
-233.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +3.2% | +2.2% | +1.0% | +2.8% |
| 30D | -8.6% | +0.1% | -8.7% | -9.1% |
| 3M | -7.7% | -35.2% | +27.4% | -1.7% |
| 6M | -2.6% | -32.4% | +29.8% | +0.8% |
| YTD | +17.4% | -57.4% | +74.8% | +34.6% |
| 1Y | +16.9% | -58.5% | +75.5% | +34.9% |
| 3Y | +186.7% | -28.9% | +215.6% | +169.5% |
| 5Y | +95.4% | +91.7% | +3.7% | +28.7% |
| All | +293.5% | +527.0% | -233.5% | +54.6% |
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