+24.1%
JD vs BTSG
+416.6%
-392.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -3.0% | +2.9% | -5.9% | -3.4% |
| 30D | -19.3% | +0.9% | -20.2% | -19.5% |
| 3M | -6.0% | +1.6% | -7.6% | -7.3% |
| 6M | +1.8% | +46.8% | -45.0% | -6.1% |
| YTD | -2.6% | +65.5% | -68.1% | -12.0% |
| 1Y | -17.4% | +136.2% | -153.7% | -29.8% |
| All | +24.1% | +416.6% | -392.5% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling