+11,024.8%
JPM vs BTI
+6,031.1%
+4,993.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | -1.1% | -7.0% | +5.9% | +1.0% |
| 3M | +14.1% | -6.3% | +20.5% | +15.9% |
| 6M | +23.3% | -2.0% | +25.3% | +23.1% |
| YTD | +11.3% | +0.2% | +11.1% | +10.1% |
| 1Y | +23.0% | +3.8% | +19.2% | +20.3% |
| 3Y | +162.6% | +112.1% | +50.5% | +103.7% |
| 5Y | +152.8% | +113.6% | +39.1% | +94.5% |
| 10Y | +583.6% | +69.6% | +514.0% | +445.9% |
| All | +11,024.8% | +6,031.1% | +4,993.7% | +3,529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling