+321.8%
JCI vs FND
+66.0%
+255.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +3.8% | -5.2% | +9.1% | +5.1% |
| 30D | -5.7% | -19.9% | +14.2% | -0.9% |
| 3M | -1.4% | +2.7% | -4.1% | -2.9% |
| 6M | +4.1% | -21.7% | +25.8% | +8.6% |
| YTD | +21.7% | -17.5% | +39.3% | +24.5% |
| 1Y | +36.1% | -39.3% | +75.4% | +49.1% |
| 3Y | +154.4% | -49.8% | +204.2% | +181.5% |
| 5Y | +112.0% | -60.1% | +172.1% | +136.4% |
| All | +321.8% | +66.0% | +255.7% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling