+16.1%
JCI vs FN
-24.2%
+40.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.9% |
| 7D | -5.9% | -4.1% | -1.8% | -5.3% |
| 30D | -10.4% | -28.3% | +18.0% | -4.6% |
| 3M | -6.1% | -33.9% | +27.8% | +0.6% |
| 6M | +1.7% | -43.9% | +45.6% | +11.1% |
| YTD | +18.9% | -23.4% | +42.3% | +22.1% |
| 1Y | +16.1% | -25.4% | +41.5% | +19.7% |
| All | +16.1% | -24.2% | +40.4% | +19.7% |
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