+165.1%
JCI vs BTSG
+416.6%
-251.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +4.1% | +2.9% | +1.2% | +3.5% |
| 30D | -3.8% | +0.9% | -4.7% | -4.1% |
| 3M | -1.6% | +1.6% | -3.3% | -2.9% |
| 6M | +9.5% | +46.8% | -37.3% | 0.0% |
| YTD | +21.7% | +65.5% | -43.8% | +8.3% |
| 1Y | +37.1% | +136.2% | -99.1% | +13.2% |
| All | +165.1% | +416.6% | -251.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling