+16.4%
JD vs BTG
+158.3%
-141.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -2.6% | -5.5% | +2.9% | -1.9% |
| 30D | -15.4% | +6.1% | -21.5% | -16.1% |
| 3M | -5.0% | +38.6% | -43.7% | -9.8% |
| 6M | +0.9% | +0.7% | +0.2% | -0.3% |
| YTD | -2.5% | +20.3% | -22.8% | -6.6% |
| 1Y | -16.0% | +25.0% | -41.1% | -20.5% |
| 3Y | -8.5% | +97.3% | -105.8% | -20.3% |
| 5Y | -61.8% | +78.3% | -140.1% | -66.5% |
| All | +16.4% | +158.3% | -141.9% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling