+31.9%
JCI vs FRMI
-78.6%
+110.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.4% |
| 7D | +0.4% | +10.9% | -10.5% | +0.1% |
| 30D | -7.7% | -24.3% | +16.6% | -7.1% |
| 3M | +2.8% | -21.8% | +24.5% | +2.9% |
| 6M | +7.2% | -33.0% | +40.3% | +7.7% |
| YTD | +20.0% | -32.6% | +52.6% | +20.1% |
| All | +31.9% | -78.6% | +110.5% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling