+154.0%
JBL vs BTSG
+416.6%
-262.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +4.0% | +2.9% | +1.1% | +3.2% |
| 30D | -7.5% | +0.9% | -8.4% | -8.0% |
| 3M | -14.1% | +1.6% | -15.7% | -15.6% |
| 6M | +25.9% | +46.8% | -20.9% | +10.8% |
| YTD | +36.7% | +65.5% | -28.9% | +16.3% |
| 1Y | +49.0% | +136.2% | -87.2% | +15.4% |
| All | +154.0% | +416.6% | -262.6% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling