+111.9%
JCI vs FTI
+1,145.2%
-1,033.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +4.1% | -2.3% | +6.4% | +4.6% |
| 30D | -3.8% | +5.0% | -8.9% | -4.9% |
| 3M | -1.6% | +13.8% | -15.5% | -4.7% |
| 6M | +9.5% | +22.9% | -13.4% | +4.0% |
| YTD | +21.7% | +75.0% | -53.3% | +6.8% |
| 1Y | +37.1% | +96.9% | -59.7% | +16.7% |
| 3Y | +165.2% | +276.7% | -111.6% | +93.5% |
| All | +111.9% | +1,145.2% | -1,033.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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