+1,088.1%
JCI vs FN
+3,620.5%
-2,532.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.3% |
| 7D | +3.8% | -1.7% | +5.5% | +4.1% |
| 30D | -5.7% | -22.0% | +16.3% | -1.8% |
| 3M | -1.4% | -43.0% | +41.6% | +7.8% |
| 6M | +4.1% | -27.7% | +31.9% | +7.9% |
| YTD | +21.7% | -10.5% | +32.3% | +20.3% |
| 1Y | +36.1% | +12.5% | +23.6% | +28.2% |
| 3Y | +154.4% | +153.8% | +0.6% | +98.6% |
| 5Y | +112.0% | +288.0% | -176.0% | +50.5% |
| 10Y | +322.2% | +906.4% | -584.2% | +152.3% |
| All | +1,088.1% | +3,620.5% | -2,532.5% | +520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling