+388.3%
JBL vs BTI
+116.2%
+272.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -2.9% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -15.1% | -3.4% | -11.6% | -14.5% |
| 3M | -14.0% | -9.0% | -5.1% | -12.8% |
| 6M | +20.6% | -5.0% | +25.6% | +20.4% |
| YTD | +32.9% | -0.3% | +33.2% | +30.9% |
| 1Y | +40.5% | +3.1% | +37.4% | +37.2% |
| 3Y | +183.7% | +111.0% | +72.8% | +114.4% |
| 5Y | +388.3% | +117.0% | +271.3% | +254.7% |
| All | +388.3% | +116.2% | +272.1% | +254.7% |
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