+1,003.8%
JCI vs FLUT
+2,054.3%
-1,050.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +3.8% | -1.6% | +5.5% | +3.9% |
| 30D | -5.7% | +7.7% | -13.4% | -6.1% |
| 3M | -1.4% | -0.7% | -0.7% | -1.6% |
| 6M | +4.1% | -11.2% | +15.3% | +4.4% |
| YTD | +21.7% | -53.4% | +75.2% | +25.9% |
| 1Y | +36.1% | -65.8% | +101.9% | +42.8% |
| 3Y | +154.4% | -44.9% | +199.4% | +160.4% |
| 5Y | +112.0% | -49.7% | +161.7% | +115.5% |
| 10Y | +322.2% | -9.7% | +331.9% | +322.8% |
| All | +1,003.8% | +2,054.3% | -1,050.5% | +895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling