+112.7%
JCI vs FLNC
-71.1%
+183.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.8% | -1.1% |
| 7D | +0.4% | -5.0% | +5.4% | +0.8% |
| 30D | -7.7% | -26.1% | +18.4% | -5.4% |
| 3M | +2.8% | -55.2% | +57.9% | +9.3% |
| 6M | +7.2% | -42.6% | +49.8% | +9.2% |
| YTD | +20.0% | -51.0% | +71.0% | +21.9% |
| 1Y | +33.3% | +43.3% | -10.1% | +18.9% |
| 3Y | +161.3% | -63.4% | +224.7% | +146.3% |
| All | +112.7% | -71.1% | +183.7% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling