+1,527.5%
META vs JCI
+704.5%
+823.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | +6.7% | +3.8% | +2.9% | +5.0% |
| 30D | +4.8% | -5.7% | +10.4% | +7.4% |
| 3M | -1.6% | -1.4% | -0.2% | -1.7% |
| 6M | -7.5% | +4.1% | -11.6% | -10.1% |
| YTD | -6.4% | +21.7% | -28.1% | -15.7% |
| 1Y | -17.3% | +36.1% | -53.5% | -29.6% |
| 3Y | +109.9% | +154.4% | -44.5% | +32.6% |
| 5Y | +65.4% | +112.0% | -46.7% | +11.5% |
| 10Y | +391.8% | +322.2% | +69.6% | +139.0% |
| All | +1,527.5% | +704.5% | +823.0% | +618.4% |
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