+340.5%
JCI vs BTI
+73.8%
+266.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -4.4% | -1.1% | -3.4% | -4.2% |
| 3M | +1.7% | -8.8% | +10.4% | +3.8% |
| 6M | +8.8% | -4.0% | +12.7% | +8.9% |
| YTD | +22.6% | +0.4% | +22.3% | +21.0% |
| 1Y | +36.2% | +1.9% | +34.3% | +33.6% |
| 3Y | +168.0% | +108.5% | +59.5% | +105.6% |
| 5Y | +113.5% | +118.5% | -5.1% | +60.1% |
| All | +340.5% | +73.8% | +266.7% | +245.0% |
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