+110.3%
JCI vs FTV
+1.8%
+108.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | +4.1% | -1.3% | +5.3% | +4.9% |
| 30D | -3.8% | -9.5% | +5.7% | +2.2% |
| 3M | -1.6% | -10.9% | +9.3% | +5.0% |
| 6M | +9.5% | -0.6% | +10.2% | +8.8% |
| YTD | +21.7% | +1.4% | +20.3% | +17.7% |
| 1Y | +37.1% | +17.6% | +19.5% | +19.0% |
| 3Y | +165.2% | -3.3% | +168.4% | +159.2% |
| 5Y | +110.3% | -0.1% | +110.4% | +98.7% |
| All | +110.3% | +1.8% | +108.5% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling