+11.4%
EFA vs JD
-10.8%
+22.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +1.3% | -4.0% | +5.3% | +1.8% |
| 30D | +0.5% | +2.7% | -2.1% | 0.0% |
| 3M | -4.1% | -13.0% | +8.9% | -2.3% |
| 6M | +2.4% | -12.7% | +15.1% | +4.5% |
| YTD | +10.0% | -0.8% | +10.8% | +9.0% |
| 1Y | +11.4% | -8.9% | +20.3% | +12.5% |
| All | +11.4% | -10.8% | +22.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling