-0.9%
BA vs JCI
+113.2%
-114.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +1.2% | +3.8% | -2.7% | -0.7% |
| 30D | -11.6% | -5.7% | -6.0% | -9.2% |
| 3M | -2.4% | -1.4% | -1.0% | -2.3% |
| 6M | -6.6% | +4.1% | -10.8% | -9.8% |
| YTD | -2.2% | +21.7% | -24.0% | -13.5% |
| 1Y | -8.0% | +36.1% | -44.2% | -23.9% |
| 3Y | -5.0% | +154.4% | -159.4% | -46.0% |
| All | -0.9% | +113.2% | -114.1% | -43.2% |
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 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