+108.1%
JCI vs FN
+212.0%
-103.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.0% |
| 7D | +2.9% | +8.0% | -5.1% | +0.7% |
| 30D | -6.9% | -19.1% | +12.2% | -3.0% |
| 3M | -6.3% | -29.8% | +23.5% | -0.1% |
| 6M | +2.6% | -43.2% | +45.8% | +13.2% |
| YTD | +21.8% | -18.9% | +40.8% | +20.9% |
| 1Y | +19.6% | -17.9% | +37.5% | +17.7% |
| 3Y | +194.9% | +120.1% | +74.8% | +110.8% |
| 5Y | +108.1% | +206.7% | -98.5% | +22.8% |
| All | +108.1% | +212.0% | -103.9% | +22.8% |
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