+111.9%
JCI vs BTI
+114.1%
-2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +4.1% | -2.4% | +6.5% | +4.6% |
| 30D | -3.8% | -4.8% | +0.9% | -2.8% |
| 3M | -1.6% | -8.1% | +6.5% | -0.3% |
| 6M | +9.5% | -4.2% | +13.7% | +9.3% |
| YTD | +21.7% | -1.3% | +23.0% | +20.4% |
| 1Y | +37.1% | +2.1% | +35.0% | +34.3% |
| 3Y | +165.2% | +108.9% | +56.3% | +102.7% |
| All | +111.9% | +114.1% | -2.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling