+155.5%
JPM vs BTI
+114.1%
+41.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | -1.4% | -4.8% | +3.4% | -0.3% |
| 3M | +13.9% | -8.1% | +22.1% | +15.9% |
| 6M | +23.5% | -4.2% | +27.7% | +23.8% |
| YTD | +11.6% | -1.3% | +12.9% | +10.7% |
| 1Y | +21.4% | +2.1% | +19.2% | +19.1% |
| 3Y | +163.4% | +108.9% | +54.5% | +98.1% |
| All | +155.5% | +114.1% | +41.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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