+108.8%
JCI vs BLDR
+7.7%
+101.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.5% |
| 7D | +0.4% | -8.1% | +8.5% | +2.4% |
| 30D | -7.7% | -21.5% | +13.8% | -2.6% |
| 3M | +2.8% | -21.0% | +23.7% | +7.4% |
| 6M | +7.2% | -37.1% | +44.3% | +17.9% |
| YTD | +20.0% | -42.7% | +62.6% | +33.8% |
| 1Y | +33.3% | -58.0% | +91.2% | +60.3% |
| 3Y | +161.3% | -57.8% | +219.2% | +194.8% |
| 5Y | +108.8% | +10.3% | +98.5% | +55.8% |
| All | +108.8% | +7.7% | +101.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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