+32.5%
JD vs BTI
+125.1%
-92.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +4.5% | +9.6% | -5.1% | +1.4% |
| 3M | -15.4% | +8.3% | -23.7% | -17.7% |
| 6M | -6.0% | +7.5% | -13.5% | -8.8% |
| YTD | +2.2% | +12.3% | -10.1% | -2.6% |
| 1Y | -6.7% | +16.2% | -22.9% | -12.1% |
| 3Y | +20.5% | +148.0% | -127.5% | -14.9% |
| 5Y | -58.4% | +153.2% | -211.7% | -70.9% |
| 10Y | +32.5% | +128.2% | -95.8% | -5.7% |
| All | +32.5% | +125.1% | -92.6% | -5.7% |
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