+698.4%
JCI vs FIVE
+862.5%
-164.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -6.9% | +17.4% | -24.3% | -10.0% |
| 3M | -6.3% | +7.0% | -13.3% | -8.0% |
| 6M | +2.6% | +20.5% | -17.9% | -2.2% |
| YTD | +21.8% | +33.1% | -11.3% | +13.3% |
| 1Y | +19.6% | +67.1% | -47.5% | +6.0% |
| 3Y | +194.9% | +41.9% | +153.0% | +155.8% |
| 5Y | +108.1% | +21.1% | +87.1% | +81.4% |
| 10Y | +307.6% | +518.8% | -211.2% | +163.7% |
| All | +698.4% | +862.5% | -164.1% | +389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling