+107.0%
JCI vs BROS
+3.7%
+103.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | +8.4% | -2.5% | +10.9% | +8.7% |
| 30D | -8.9% | -11.2% | +2.3% | -7.8% |
| 3M | -6.4% | -33.9% | +27.5% | -2.3% |
| 6M | +1.6% | -33.5% | +35.1% | +5.1% |
| YTD | +20.1% | -44.9% | +65.0% | +26.4% |
| 1Y | +17.2% | -41.5% | +58.7% | +22.3% |
| 3Y | +190.7% | +22.4% | +168.3% | +173.1% |
| 5Y | +99.9% | -45.7% | +145.6% | +91.7% |
| All | +107.0% | +3.7% | +103.3% | +96.7% |
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