+95.0%
JCI vs BTI
+153.9%
-58.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +3.2% | +1.6% | +1.5% | +2.9% |
| 30D | -8.6% | +9.2% | -17.8% | -10.3% |
| 3M | -7.7% | +9.6% | -17.4% | -9.6% |
| 6M | -2.6% | -2.4% | -0.1% | -2.1% |
| YTD | +17.4% | +14.2% | +3.1% | +12.5% |
| 1Y | +16.9% | +20.3% | -3.4% | +10.4% |
| 3Y | +186.7% | +147.4% | +39.3% | +111.1% |
| All | +95.0% | +153.9% | -58.9% | +41.5% |
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