+156.8%
JCI vs FLR
+513.8%
-357.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +3.2% | +5.4% | -2.2% | +1.8% |
| 30D | -8.6% | +2.8% | -11.4% | -9.1% |
| 3M | -7.7% | -6.4% | -1.3% | -6.3% |
| 6M | -2.6% | +8.8% | -11.3% | -5.4% |
| YTD | +17.4% | +23.6% | -6.2% | +9.5% |
| 1Y | +16.9% | +13.8% | +3.1% | +11.2% |
| 3Y | +186.7% | +36.5% | +150.3% | +149.6% |
| 5Y | +95.4% | +119.3% | -24.0% | +46.4% |
| 10Y | +292.7% | +8.0% | +284.8% | +192.3% |
| All | +156.8% | +513.8% | -357.1% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling