+341.0%
JCI vs FIS
-41.9%
+382.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | 0.0% |
| 7D | +4.1% | -9.1% | +13.1% | +7.0% |
| 30D | -3.8% | -10.4% | +6.6% | -0.9% |
| 3M | -1.6% | -3.7% | +2.0% | -1.5% |
| 6M | +9.5% | -24.8% | +34.3% | +17.7% |
| YTD | +21.7% | -41.6% | +63.3% | +41.9% |
| 1Y | +37.1% | -42.7% | +79.9% | +60.5% |
| 3Y | +165.2% | -26.2% | +191.4% | +179.7% |
| 5Y | +110.3% | -66.1% | +176.4% | +186.8% |
| 10Y | +341.0% | -40.9% | +381.9% | +361.9% |
| All | +341.0% | -41.9% | +382.9% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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