+307.6%
JCI vs FIVE
+535.9%
-228.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -6.9% | +17.4% | -24.3% | -10.5% |
| 3M | -6.3% | +7.0% | -13.3% | -8.2% |
| 6M | +2.6% | +20.5% | -17.9% | -2.9% |
| YTD | +21.8% | +33.1% | -11.3% | +12.0% |
| 1Y | +19.6% | +67.1% | -47.5% | +4.0% |
| 3Y | +194.9% | +41.9% | +153.0% | +151.0% |
| 5Y | +108.1% | +21.1% | +87.1% | +78.0% |
| 10Y | +307.6% | +518.8% | -211.2% | +137.4% |
| All | +307.6% | +535.9% | -228.3% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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