+397.7%
BAC vs JCI
+323.6%
+74.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | +0.6% | +4.1% | -3.4% | -1.7% |
| 30D | -1.4% | -3.8% | +2.5% | +0.7% |
| 3M | +15.7% | -1.6% | +17.4% | +15.7% |
| 6M | +32.2% | +9.5% | +22.7% | +22.8% |
| YTD | +15.8% | +21.7% | -6.0% | +0.2% |
| 1Y | +27.3% | +37.1% | -9.9% | +1.7% |
| 3Y | +137.5% | +165.2% | -27.7% | +20.7% |
| 5Y | +73.1% | +110.3% | -37.2% | -0.7% |
| 10Y | +397.7% | +341.0% | +56.7% | +55.8% |
| All | +397.7% | +323.6% | +74.2% | +55.8% |
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