+350.6%
JCI vs FTV
+127.6%
+223.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +3.2% | +3.9% | -0.7% | +0.9% |
| 30D | -8.6% | +18.7% | -27.3% | -17.7% |
| 3M | -7.7% | +10.0% | -17.8% | -13.2% |
| 6M | -2.6% | +14.6% | -17.1% | -10.9% |
| YTD | +17.4% | +23.4% | -6.1% | +1.0% |
| 1Y | +16.9% | +31.3% | -14.4% | -3.4% |
| 3Y | +186.7% | +39.8% | +146.9% | +123.8% |
| 5Y | +95.4% | +17.7% | +77.7% | +67.8% |
| 10Y | +292.7% | +110.2% | +182.5% | +145.0% |
| All | +350.6% | +127.6% | +223.0% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling