+28.8%
BAC vs JCI
+38.2%
-9.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +1.2% | +5.1% | -4.0% | +0.3% |
| 30D | -0.7% | -3.8% | +3.1% | -0.1% |
| 3M | +16.9% | +1.9% | +15.0% | +16.2% |
| 6M | +29.6% | +11.2% | +18.4% | +25.8% |
| YTD | +15.3% | +22.9% | -7.7% | +9.1% |
| 1Y | +28.8% | +37.4% | -8.5% | +18.3% |
| All | +28.8% | +38.2% | -9.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling