-61.3%
JD vs BTI
+115.0%
-176.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -16.0% | -7.0% | -9.0% | -14.3% |
| 3M | -3.2% | -6.3% | +3.1% | -1.8% |
| 6M | +6.1% | -2.0% | +8.0% | +5.8% |
| YTD | -0.1% | +0.2% | -0.3% | -1.4% |
| 1Y | -12.7% | +3.8% | -16.5% | -15.0% |
| 3Y | -6.3% | +112.1% | -118.4% | -34.8% |
| 5Y | -61.3% | +113.6% | -175.0% | -72.5% |
| All | -61.3% | +115.0% | -176.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling