+117.4%
JCI vs FLNC
-70.4%
+187.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.2% | +2.0% |
| 7D | +0.7% | -4.1% | +4.8% | +1.1% |
| 30D | -4.4% | -24.8% | +20.3% | -2.2% |
| 3M | +1.7% | -59.1% | +60.8% | +9.0% |
| 6M | +8.8% | -42.0% | +50.8% | +10.7% |
| YTD | +22.6% | -49.8% | +72.4% | +24.4% |
| 1Y | +36.2% | +43.1% | -6.9% | +21.7% |
| 3Y | +168.0% | -61.0% | +229.0% | +150.9% |
| All | +117.4% | -70.4% | +187.8% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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