+301.7%
JCI vs FN
+837.6%
-535.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.9% | -7.1% | +2.0% |
| 7D | -3.4% | +16.3% | -19.7% | -7.2% |
| 30D | -10.1% | -24.7% | +14.6% | -4.8% |
| 3M | -6.8% | -34.9% | +28.1% | +1.1% |
| 6M | +2.0% | -41.1% | +43.1% | +11.5% |
| YTD | +19.2% | -19.6% | +38.8% | +18.8% |
| 1Y | +16.7% | -18.5% | +35.3% | +15.3% |
| 3Y | +194.3% | +119.1% | +75.2% | +116.7% |
| 5Y | +103.0% | +206.9% | -103.9% | +32.8% |
| 10Y | +301.7% | +826.4% | -524.7% | +110.3% |
| All | +301.7% | +837.6% | -535.8% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling