+34.9%
JCI vs FRMI
-78.1%
+113.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.2% |
| 7D | +0.7% | +7.4% | -6.7% | +0.5% |
| 30D | -4.4% | -27.6% | +23.2% | -3.6% |
| 3M | +1.7% | -20.9% | +22.5% | +1.8% |
| 6M | +8.8% | -36.6% | +45.4% | +9.5% |
| YTD | +22.6% | -31.3% | +53.9% | +22.8% |
| All | +34.9% | -78.1% | +113.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling