+114.4%
JCI vs FOXA
+93.7%
+20.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +1.9% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | -4.4% | +5.0% | -9.5% | -5.8% |
| 3M | +1.7% | -3.0% | +4.7% | +1.8% |
| 6M | +8.8% | +14.8% | -6.0% | +2.8% |
| YTD | +22.6% | -8.9% | +31.6% | +24.8% |
| 1Y | +36.2% | +13.3% | +22.9% | +27.5% |
| 3Y | +168.0% | +115.4% | +52.6% | +95.5% |
| All | +114.4% | +93.7% | +20.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling