+128.0%
JCI vs BTDR
+19.6%
+108.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.0% |
| 7D | +0.7% | -3.4% | +4.1% | +0.9% |
| 30D | -4.4% | +32.6% | -37.0% | -6.1% |
| 3M | +1.7% | -32.2% | +33.9% | +3.0% |
| 6M | +8.8% | +52.4% | -43.6% | +4.7% |
| YTD | +22.6% | +6.7% | +16.0% | +19.7% |
| 1Y | +36.2% | -15.2% | +51.5% | +33.4% |
| 3Y | +168.0% | +14.9% | +153.1% | +148.9% |
| 5Y | +113.5% | +20.8% | +92.7% | +101.3% |
| All | +128.0% | +19.6% | +108.4% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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