+116.9%
JCI vs FIVE
+31.2%
+85.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.8% |
| 7D | +3.8% | +4.3% | -0.4% | +2.9% |
| 30D | -5.7% | +12.5% | -18.2% | -8.3% |
| 3M | -1.4% | +31.2% | -32.6% | -7.4% |
| 6M | +4.1% | +14.4% | -10.2% | 0.0% |
| YTD | +21.7% | +33.9% | -12.1% | +12.7% |
| 1Y | +36.1% | +65.1% | -28.9% | +19.5% |
| 3Y | +154.4% | +49.0% | +105.5% | +118.7% |
| All | +116.9% | +31.2% | +85.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling