-8.7%
JCI vs FN
-54.4%
+45.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -14.2% | +7.8% | -2.6% |
| 7D | -16.9% | -16.0% | -1.0% | -13.1% |
| 30D | -17.2% | -40.1% | +22.9% | -6.5% |
| 3M | -14.2% | -43.9% | +29.7% | -3.2% |
| 6M | -8.7% | -55.6% | +46.9% | +7.3% |
| All | -8.7% | -54.4% | +45.7% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling