+698.0%
JCI vs FIVE
+868.1%
-170.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.9% |
| 7D | +3.8% | +4.3% | -0.4% | +2.9% |
| 30D | -5.7% | +12.5% | -18.2% | -8.1% |
| 3M | -1.4% | +31.2% | -32.6% | -7.0% |
| 6M | +4.1% | +14.4% | -10.2% | +0.3% |
| YTD | +21.7% | +33.9% | -12.1% | +13.4% |
| 1Y | +36.1% | +65.1% | -28.9% | +20.9% |
| 3Y | +154.4% | +49.0% | +105.5% | +118.7% |
| 5Y | +112.0% | +30.3% | +81.7% | +82.4% |
| 10Y | +322.2% | +481.1% | -158.9% | +175.1% |
| All | +698.0% | +868.1% | -170.1% | +389.7% |
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 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