+302.6%
JCI vs FTV
+109.0%
+193.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +8.4% | +3.7% | +4.7% | +6.1% |
| 30D | -8.9% | +16.8% | -25.7% | -17.3% |
| 3M | -6.4% | +10.4% | -16.8% | -12.2% |
| 6M | +1.6% | +12.8% | -11.2% | -6.3% |
| YTD | +20.1% | +23.3% | -3.2% | +3.2% |
| 1Y | +17.2% | +31.0% | -13.8% | -3.3% |
| 3Y | +190.7% | +38.6% | +152.2% | +127.2% |
| 5Y | +99.9% | +17.6% | +82.3% | +71.4% |
| All | +302.6% | +109.0% | +193.6% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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