+160.4%
JCI vs FTI
+2,165.1%
-2,004.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | +5.3% | -1.4% | +2.4% |
| 30D | -5.7% | +15.3% | -21.0% | -9.2% |
| 3M | -1.4% | +15.8% | -17.2% | -5.4% |
| 6M | +4.1% | +22.6% | -18.4% | -1.8% |
| YTD | +21.7% | +79.5% | -57.8% | +3.7% |
| 1Y | +36.1% | +102.0% | -65.9% | +12.0% |
| 3Y | +154.4% | +315.8% | -161.4% | +69.6% |
| 5Y | +112.0% | +1,129.5% | -1,017.5% | +0.6% |
| 10Y | +322.2% | +320.9% | +1.3% | +128.6% |
| All | +160.4% | +2,165.1% | -2,004.7% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling