+2,543.8%
JBL vs BTG
+370.1%
+2,173.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -2.5% |
| 7D | -1.0% | -5.8% | +4.8% | -0.6% |
| 30D | -15.1% | +5.7% | -20.8% | -15.5% |
| 3M | -14.0% | +38.1% | -52.2% | -16.6% |
| 6M | +20.6% | +0.3% | +20.3% | +19.8% |
| YTD | +32.9% | +19.9% | +13.0% | +29.9% |
| 1Y | +40.5% | +24.6% | +15.9% | +36.7% |
| 3Y | +183.7% | +96.6% | +87.2% | +163.7% |
| 5Y | +388.3% | +77.7% | +310.7% | +353.7% |
| 10Y | +1,464.9% | +150.7% | +1,314.2% | +1,289.9% |
| All | +2,543.8% | +370.1% | +2,173.7% | +2,236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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