+159.5%
JBL vs BTSG
+389.4%
-230.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.6% |
| 7D | +2.4% | -3.3% | +5.7% | +3.3% |
| 30D | -13.1% | -1.6% | -11.5% | -12.9% |
| 3M | -15.6% | -6.9% | -8.7% | -15.1% |
| 6M | +24.6% | +42.1% | -17.5% | +10.6% |
| YTD | +39.6% | +56.8% | -17.2% | +20.6% |
| 1Y | +48.6% | +109.8% | -61.2% | +18.8% |
| All | +159.5% | +389.4% | -230.0% | +69.1% |
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