+111.5%
JCI vs BROS
+35.1%
+76.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +2.1% |
| 7D | +0.7% | -5.8% | +6.5% | +1.4% |
| 30D | -4.4% | -14.0% | +9.5% | -2.9% |
| 3M | +1.7% | -32.5% | +34.2% | +5.6% |
| 6M | +8.8% | -14.9% | +23.7% | +9.5% |
| YTD | +22.6% | -28.3% | +50.9% | +25.6% |
| 1Y | +36.2% | -34.0% | +70.2% | +40.5% |
| 3Y | +168.0% | +63.0% | +105.1% | +144.2% |
| All | +111.5% | +35.1% | +76.4% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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