+293.5%
JCI vs FLUT
-26.8%
+320.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | -8.6% | +9.3% | -17.9% | -9.4% |
| 3M | -7.7% | -17.5% | +9.7% | -6.5% |
| 6M | -2.6% | -14.6% | +12.0% | -2.1% |
| YTD | +17.4% | -62.3% | +79.6% | +28.0% |
| 1Y | +16.9% | -59.6% | +76.6% | +26.6% |
| 3Y | +186.7% | -45.3% | +232.0% | +201.5% |
| 5Y | +95.4% | -50.4% | +145.8% | +103.1% |
| All | +293.5% | -26.8% | +320.4% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling