+27.7%
JCI vs FN
-25.7%
+53.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.0% | -0.3% | -4.9% |
| 7D | -10.7% | -7.0% | -3.7% | -9.4% |
| 30D | -10.4% | -24.7% | +14.3% | -5.2% |
| 3M | -8.3% | -35.7% | +27.4% | -0.7% |
| 6M | -2.1% | -52.4% | +50.3% | +10.9% |
| YTD | +18.4% | -25.0% | +43.3% | +21.9% |
| 1Y | +27.7% | -25.7% | +53.3% | +31.1% |
| All | +27.7% | -25.7% | +53.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling