+36.2%
JCI vs BTDR
-13.8%
+50.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.0% |
| 7D | +0.7% | -3.4% | +4.1% | +1.0% |
| 30D | -4.4% | +32.6% | -37.0% | -6.4% |
| 3M | +1.7% | -32.2% | +33.9% | +3.4% |
| 6M | +8.8% | +52.4% | -43.6% | +3.5% |
| YTD | +22.6% | +6.7% | +16.0% | +18.3% |
| 1Y | +36.2% | -15.2% | +51.5% | +35.0% |
| All | +36.2% | -13.8% | +50.0% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling