+1,511.3%
META vs JCI
+651.6%
+859.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.3% |
| 7D | -0.8% | -9.4% | +8.6% | +3.3% |
| 30D | -15.4% | -13.4% | -2.0% | -10.4% |
| 3M | +3.5% | -12.4% | +15.9% | +8.8% |
| 6M | -0.3% | -5.1% | +4.9% | +0.4% |
| YTD | -7.3% | +13.7% | -21.1% | -14.7% |
| 1Y | -1.1% | +11.4% | -12.5% | -8.1% |
| 3Y | +95.1% | +175.9% | -80.8% | +17.9% |
| 5Y | +80.6% | +98.4% | -17.8% | +24.5% |
| 10Y | +410.1% | +311.2% | +99.0% | +150.1% |
| All | +1,511.3% | +651.6% | +859.7% | +627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling