+98.8%
JCI vs FN
+170.4%
-71.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | -0.1% |
| 7D | -9.4% | 0.0% | -9.3% | -9.7% |
| 30D | -13.4% | -34.3% | +20.9% | -5.1% |
| 3M | -12.4% | -39.9% | +27.5% | -3.0% |
| 6M | -5.1% | -51.8% | +46.7% | +9.0% |
| YTD | +13.7% | -28.1% | +41.9% | +16.4% |
| 1Y | +11.4% | -29.1% | +40.5% | +13.7% |
| 3Y | +175.9% | +102.4% | +73.4% | +101.2% |
| All | +98.8% | +170.4% | -71.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling