-10.6%
BITO vs JCI
+119.7%
-130.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | -3.4% | +0.7% | -4.2% | -3.8% |
| 30D | +21.4% | -4.4% | +25.8% | +23.7% |
| 3M | +20.5% | +1.7% | +18.8% | +18.6% |
| 6M | +7.4% | +8.8% | -1.4% | +1.2% |
| YTD | -13.9% | +22.6% | -36.5% | -24.1% |
| 1Y | -35.1% | +36.2% | -71.3% | -46.0% |
| 3Y | +156.8% | +168.0% | -11.2% | +45.2% |
| All | -10.6% | +119.7% | -130.3% | -46.9% |
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