+293.5%
JCI vs FIS
-53.2%
+346.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -3.4% |
| 7D | +3.2% | +2.8% | +0.4% | +2.2% |
| 30D | -8.6% | -16.7% | +8.1% | -5.1% |
| 3M | -7.7% | -32.3% | +24.5% | +1.5% |
| 6M | -2.6% | -29.1% | +26.5% | +4.6% |
| YTD | +17.4% | -54.1% | +71.5% | +44.2% |
| 1Y | +16.9% | -53.7% | +70.6% | +43.1% |
| 3Y | +186.7% | -38.8% | +225.6% | +213.3% |
| 5Y | +95.4% | -71.1% | +166.5% | +171.0% |
| All | +293.5% | -53.2% | +346.7% | +342.9% |
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