+146.1%
EFA vs JD
+29.5%
+116.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +1.3% | -4.0% | +5.3% | +1.9% |
| 30D | +0.5% | +2.7% | -2.1% | +0.1% |
| 3M | -4.1% | -13.0% | +8.9% | -2.3% |
| 6M | +2.4% | -12.7% | +15.1% | +4.1% |
| YTD | +10.0% | -0.8% | +10.8% | +9.5% |
| 1Y | +11.4% | -8.9% | +20.3% | +12.3% |
| 3Y | +65.4% | +17.0% | +48.3% | +55.3% |
| 5Y | +49.6% | -63.5% | +113.1% | +61.1% |
| All | +146.1% | +29.5% | +116.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling