+161.4%
JPM vs BTG
+94.1%
+67.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -2.3% | -5.5% | +3.1% | -2.1% |
| 30D | -2.3% | +6.1% | -8.4% | -2.7% |
| 3M | +14.9% | +38.6% | -23.8% | +12.7% |
| 6M | +23.6% | +0.7% | +23.0% | +22.8% |
| YTD | +11.3% | +20.3% | -9.1% | +9.3% |
| 1Y | +19.9% | +25.0% | -5.2% | +17.4% |
| All | +161.4% | +94.1% | +67.3% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling