+186.7%
JCI vs FND
-39.5%
+226.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.9% |
| 7D | +3.2% | -6.8% | +10.0% | +4.4% |
| 30D | -8.6% | +8.0% | -16.6% | -10.1% |
| 3M | -7.7% | -18.9% | +11.2% | -4.6% |
| 6M | -2.6% | +4.7% | -7.3% | -4.7% |
| YTD | +17.4% | -21.6% | +38.9% | +20.0% |
| 1Y | +16.9% | -22.0% | +38.9% | +19.5% |
| 3Y | +186.7% | -40.4% | +227.2% | +181.2% |
| All | +186.7% | -39.5% | +226.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling