+155.6%
JCI vs BTSG
+493.4%
-337.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +3.2% | +6.0% | -2.9% | +2.1% |
| 30D | -8.6% | +12.4% | -21.0% | -10.6% |
| 3M | -7.7% | +18.2% | -26.0% | -10.7% |
| 6M | -2.6% | +26.0% | -28.6% | -7.9% |
| YTD | +17.4% | +90.1% | -72.8% | +1.6% |
| 1Y | +16.9% | +124.3% | -107.4% | -2.2% |
| All | +155.6% | +493.4% | -337.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling