+1,379.7%
JPM vs BTG
+378.0%
+1,001.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.3% |
| 7D | -0.4% | +4.8% | -5.2% | -0.6% |
| 30D | -1.1% | +8.3% | -9.5% | -1.4% |
| 3M | +14.1% | +32.3% | -18.2% | +12.8% |
| 6M | +23.3% | +3.0% | +20.3% | +22.7% |
| YTD | +11.3% | +21.9% | -10.6% | +9.9% |
| 1Y | +23.0% | +28.2% | -5.2% | +21.1% |
| 3Y | +162.6% | +99.9% | +62.7% | +153.0% |
| 5Y | +152.8% | +73.6% | +79.2% | +143.7% |
| 10Y | +583.6% | +136.5% | +447.1% | +541.1% |
| All | +1,379.7% | +378.0% | +1,001.7% | +1,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling