+288.2%
JCI vs FN
+772.0%
-483.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.9% |
| 7D | -5.9% | -4.1% | -1.8% | -5.2% |
| 30D | -10.4% | -28.3% | +18.0% | -4.0% |
| 3M | -6.1% | -33.9% | +27.8% | +1.5% |
| 6M | +1.7% | -43.9% | +45.6% | +12.5% |
| YTD | +18.9% | -23.4% | +42.3% | +19.8% |
| 1Y | +16.1% | -25.4% | +41.5% | +17.1% |
| 3Y | +187.8% | +107.9% | +79.9% | +114.4% |
| 5Y | +103.2% | +195.1% | -91.9% | +34.0% |
| 10Y | +288.2% | +794.1% | -505.9% | +105.4% |
| All | +288.2% | +772.0% | -483.7% | +105.4% |
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