+293.5%
JCI vs BTI
+131.8%
+161.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +3.2% | +1.6% | +1.5% | +2.7% |
| 30D | -8.6% | +9.2% | -17.8% | -11.1% |
| 3M | -7.7% | +9.6% | -17.4% | -10.6% |
| 6M | -2.6% | -2.4% | -0.1% | -2.8% |
| YTD | +17.4% | +14.2% | +3.1% | +11.1% |
| 1Y | +16.9% | +20.3% | -3.4% | +8.8% |
| 3Y | +186.7% | +147.4% | +39.3% | +106.5% |
| 5Y | +95.4% | +155.4% | -60.1% | +38.1% |
| All | +293.5% | +131.8% | +161.7% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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