+340.5%
JCI vs BND
+15.0%
+325.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.7% | -1.0% | +1.8% | +1.4% |
| 30D | -4.4% | -1.1% | -3.3% | -3.8% |
| 3M | +1.7% | -1.9% | +3.5% | +2.8% |
| 6M | +8.8% | -1.6% | +10.4% | +9.9% |
| YTD | +22.6% | -1.2% | +23.9% | +23.6% |
| 1Y | +36.2% | -0.7% | +37.0% | +36.8% |
| 3Y | +168.0% | +12.5% | +155.5% | +147.8% |
| 5Y | +113.5% | -2.5% | +116.0% | +114.4% |
| All | +340.5% | +15.0% | +325.5% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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