+293.5%
JCI vs FN
+700.1%
-406.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | -8.6% | -16.5% | +7.9% | -5.3% |
| 3M | -7.7% | -42.1% | +34.4% | +3.0% |
| 6M | -2.6% | -52.9% | +50.3% | +12.3% |
| YTD | +17.4% | -28.0% | +45.3% | +19.9% |
| 1Y | +16.9% | -18.5% | +35.4% | +15.5% |
| 3Y | +186.7% | +93.9% | +92.9% | +116.7% |
| 5Y | +95.4% | +170.5% | -75.1% | +31.1% |
| All | +293.5% | +700.1% | -406.6% | +107.4% |
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