+99.9%
JCI vs FLR
+121.2%
-21.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | +8.4% | +10.1% | -1.7% | +5.7% |
| 30D | -8.9% | -0.5% | -8.4% | -8.7% |
| 3M | -6.4% | -4.8% | -1.6% | -5.4% |
| 6M | +1.6% | +10.7% | -9.1% | -2.0% |
| YTD | +20.1% | +25.0% | -4.9% | +11.4% |
| 1Y | +17.2% | +8.3% | +8.9% | +12.6% |
| 3Y | +190.7% | +36.8% | +153.9% | +146.8% |
| 5Y | +99.9% | +121.8% | -21.9% | +52.0% |
| All | +99.9% | +121.2% | -21.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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