+16.9%
JD vs BTI
+68.1%
-51.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -3.0% | -2.4% | -0.6% | -2.2% |
| 30D | -19.3% | -4.8% | -14.6% | -18.2% |
| 3M | -6.0% | -8.1% | +2.1% | -4.0% |
| 6M | +1.8% | -4.2% | +6.0% | +2.4% |
| YTD | -2.6% | -1.3% | -1.3% | -3.2% |
| 1Y | -17.4% | +2.1% | -19.6% | -19.0% |
| 3Y | -8.6% | +108.9% | -117.5% | -31.5% |
| 5Y | -61.6% | +114.5% | -176.1% | -71.6% |
| 10Y | +16.9% | +72.2% | -55.4% | -11.5% |
| All | +16.9% | +68.1% | -51.3% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling