+62.8%
META vs JCI
+113.2%
-50.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | 0.0% |
| 7D | +6.7% | +3.8% | +2.9% | +4.6% |
| 30D | +4.8% | -5.7% | +10.4% | +7.9% |
| 3M | -1.6% | -1.4% | -0.2% | -1.7% |
| 6M | -7.5% | +4.1% | -11.6% | -10.9% |
| YTD | -6.4% | +21.7% | -28.1% | -18.2% |
| 1Y | -17.3% | +36.1% | -53.5% | -32.9% |
| 3Y | +109.9% | +154.4% | -44.5% | +12.0% |
| All | +62.8% | +113.2% | -50.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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