+2,307.7%
JCI vs BTI
+6,053.4%
-3,745.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +3.8% | -1.4% | +5.2% | +4.1% |
| 30D | -5.7% | -6.6% | +0.9% | -4.4% |
| 3M | -1.4% | -3.0% | +1.6% | -1.2% |
| 6M | +4.1% | -6.7% | +10.8% | +5.0% |
| YTD | +21.7% | +0.6% | +21.2% | +20.8% |
| 1Y | +36.1% | +5.6% | +30.5% | +33.6% |
| 3Y | +154.4% | +110.3% | +44.1% | +114.0% |
| 5Y | +112.0% | +114.3% | -2.2% | +77.1% |
| 10Y | +322.2% | +67.7% | +254.6% | +261.4% |
| All | +2,307.7% | +6,053.4% | -3,745.6% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling