+16.4%
JCI vs FICO
-58.5%
+75.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +5.0% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | -10.1% | +8.4% | -18.5% | -9.4% |
| 3M | -6.8% | -30.5% | +23.7% | -9.6% |
| 6M | +2.0% | -35.7% | +37.7% | -1.9% |
| YTD | +19.2% | -57.2% | +76.4% | +17.8% |
| All | +16.4% | -58.5% | +75.0% | +15.1% |
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 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