+980.6%
JCI vs FN
+2,575.5%
-1,594.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -14.2% | +7.8% | -3.7% |
| 7D | -16.9% | -16.0% | -1.0% | -14.3% |
| 30D | -17.2% | -40.1% | +22.9% | -9.2% |
| 3M | -14.2% | -43.9% | +29.7% | -5.5% |
| 6M | -8.7% | -55.6% | +46.9% | +3.8% |
| YTD | +10.7% | -35.7% | +46.4% | +15.9% |
| 1Y | +9.7% | -39.8% | +49.5% | +15.7% |
| 3Y | +166.9% | +80.3% | +86.7% | +121.3% |
| 5Y | +93.1% | +143.3% | -50.1% | +48.6% |
| 10Y | +300.3% | +682.3% | -382.0% | +151.2% |
| All | +980.6% | +2,575.5% | -1,594.9% | +497.4% |
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