+42,174.7%
JBL vs BTI
+5,169.5%
+37,005.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +4.4% | -1.4% | +5.8% | +4.8% |
| 30D | -8.4% | -7.0% | -1.4% | -6.8% |
| 3M | -14.2% | -6.3% | -7.8% | -13.3% |
| 6M | +29.6% | -2.0% | +31.6% | +29.0% |
| YTD | +37.1% | +0.2% | +36.9% | +35.7% |
| 1Y | +49.5% | +3.8% | +45.7% | +46.5% |
| 3Y | +192.7% | +112.1% | +80.6% | +133.5% |
| 5Y | +411.3% | +113.6% | +297.7% | +305.7% |
| 10Y | +1,447.6% | +69.6% | +1,378.0% | +1,173.9% |
| All | +42,174.7% | +5,169.5% | +37,005.1% | +28,170.4% |
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