+237.7%
BAC vs JCI
+298.2%
-60.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +2.1% | -5.9% | +7.9% | +5.1% |
| 30D | -6.7% | -10.4% | +3.7% | -1.7% |
| 3M | -20.2% | -6.1% | -14.1% | -18.5% |
| 6M | -0.2% | +1.7% | -1.9% | -3.9% |
| YTD | -6.4% | +18.9% | -25.2% | -18.9% |
| 1Y | -3.1% | +16.1% | -19.2% | -15.0% |
| 3Y | +96.7% | +187.8% | -91.1% | -7.1% |
| 5Y | +21.3% | +103.2% | -81.9% | -29.9% |
| 10Y | +237.7% | +288.2% | -50.5% | +5.3% |
| All | +237.7% | +298.2% | -60.5% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling