+116.9%
JCI vs FLUT
-50.4%
+167.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +3.8% | -1.6% | +5.5% | +4.0% |
| 30D | -5.7% | +7.7% | -13.4% | -6.7% |
| 3M | -1.4% | -0.7% | -0.7% | -2.0% |
| 6M | +4.1% | -11.2% | +15.3% | +4.9% |
| YTD | +21.7% | -53.4% | +75.2% | +35.9% |
| 1Y | +36.1% | -65.8% | +101.9% | +59.6% |
| 3Y | +154.4% | -44.9% | +199.4% | +173.4% |
| All | +116.9% | -50.4% | +167.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling