+114.4%
JCI vs BTG
+78.0%
+36.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | -4.4% | +3.6% | -8.1% | -4.9% |
| 3M | +1.7% | +32.0% | -30.3% | -2.2% |
| 6M | +8.8% | +3.4% | +5.4% | +7.3% |
| YTD | +22.6% | +20.8% | +1.9% | +18.0% |
| 1Y | +36.2% | +22.4% | +13.8% | +30.1% |
| 3Y | +168.0% | +91.7% | +76.3% | +134.5% |
| All | +114.4% | +78.0% | +36.4% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling