+152.5%
JPM vs BTG
+78.0%
+74.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.7% | -3.8% | +3.1% | -0.4% |
| 30D | -2.5% | +3.6% | -6.1% | -2.8% |
| 3M | +14.1% | +32.0% | -17.9% | +11.3% |
| 6M | +25.1% | +3.4% | +21.7% | +23.8% |
| YTD | +12.1% | +20.8% | -8.7% | +9.0% |
| 1Y | +18.8% | +22.4% | -3.6% | +15.0% |
| 3Y | +163.4% | +91.7% | +71.7% | +139.9% |
| All | +152.5% | +78.0% | +74.5% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling