+330.8%
JCI vs FLUT
-11.0%
+341.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | -7.7% | -0.3% | -7.4% | -7.8% |
| 3M | +2.8% | -12.6% | +15.4% | +3.7% |
| 6M | +7.2% | -8.0% | +15.2% | +7.3% |
| YTD | +20.0% | -54.1% | +74.1% | +29.0% |
| 1Y | +33.3% | -66.1% | +99.4% | +47.7% |
| 3Y | +161.3% | -45.0% | +206.3% | +174.5% |
| 5Y | +108.8% | -51.2% | +160.0% | +115.5% |
| All | +330.8% | -11.0% | +341.8% | +334.9% |
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