+116.9%
JCI vs FN
+289.0%
-172.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.2% |
| 30D | -5.7% | -22.0% | +16.3% | -1.0% |
| 3M | -1.4% | -43.0% | +41.6% | +10.1% |
| 6M | +4.1% | -27.7% | +31.9% | +8.5% |
| YTD | +21.7% | -10.5% | +32.3% | +19.4% |
| 1Y | +36.1% | +12.5% | +23.6% | +25.1% |
| 3Y | +154.4% | +153.8% | +0.6% | +78.2% |
| All | +116.9% | +289.0% | -172.2% | +25.8% |
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