+128.5%
JCI vs BTDR
+26.7%
+101.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.4% | +0.9% |
| 7D | +5.1% | +22.4% | -17.3% | +3.9% |
| 30D | -3.8% | +16.5% | -20.3% | -4.9% |
| 3M | +1.9% | -31.5% | +33.4% | +3.2% |
| 6M | +11.2% | +74.0% | -62.8% | +6.3% |
| YTD | +22.9% | +13.0% | +9.9% | +19.7% |
| 1Y | +37.4% | -0.2% | +37.6% | +33.3% |
| 3Y | +167.8% | +9.9% | +157.9% | +147.9% |
| 5Y | +115.0% | +28.1% | +86.9% | +102.3% |
| All | +128.5% | +26.7% | +101.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling