+114.4%
JCI vs FLR
+238.1%
-123.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +0.7% | -3.5% | +4.2% | +1.6% |
| 30D | -4.4% | +4.2% | -8.6% | -5.5% |
| 3M | +1.7% | +8.1% | -6.4% | -1.1% |
| 6M | +8.8% | +21.5% | -12.7% | +2.2% |
| YTD | +22.6% | +36.8% | -14.1% | +11.5% |
| 1Y | +36.2% | +31.2% | +5.0% | +24.7% |
| 3Y | +168.0% | +53.9% | +114.1% | +122.6% |
| All | +114.4% | +238.1% | -123.7% | +49.1% |
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