+86.4%
META vs JCI
+96.3%
-9.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +4.0% |
| 7D | +5.2% | +3.2% | +2.0% | +3.4% |
| 30D | -13.0% | -8.6% | -4.4% | -9.5% |
| 3M | +7.9% | -7.7% | +15.7% | +11.3% |
| 6M | +4.2% | -2.6% | +6.8% | +3.3% |
| YTD | -2.5% | +17.4% | -19.9% | -14.2% |
| 1Y | +5.6% | +16.9% | -11.3% | -7.0% |
| 3Y | +96.8% | +186.7% | -90.0% | -5.8% |
| All | +86.4% | +96.3% | -9.9% | +23.6% |
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