+166.1%
JPM vs BTDR
+19.6%
+146.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.6% |
| 7D | -0.7% | -3.4% | +2.7% | -0.6% |
| 30D | -2.5% | +32.6% | -35.0% | -3.6% |
| 3M | +14.1% | -32.2% | +46.4% | +15.1% |
| 6M | +25.1% | +52.4% | -27.3% | +21.8% |
| YTD | +12.1% | +6.7% | +5.4% | +10.3% |
| 1Y | +18.8% | -15.2% | +34.1% | +17.1% |
| 3Y | +163.4% | +14.9% | +148.5% | +152.6% |
| 5Y | +156.5% | +20.8% | +135.8% | +144.2% |
| All | +166.1% | +19.6% | +146.5% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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