+139.4%
BAC vs JCI
+165.5%
-26.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | +1.1% | +3.8% | -2.7% | -0.3% |
| 30D | -0.4% | -5.7% | +5.3% | +1.6% |
| 3M | +16.9% | -1.4% | +18.3% | +16.8% |
| 6M | +26.6% | +4.1% | +22.5% | +23.1% |
| YTD | +15.8% | +21.7% | -6.0% | +4.8% |
| 1Y | +27.2% | +36.1% | -9.0% | +8.9% |
| All | +139.4% | +165.5% | -26.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling