+54.8%
EFA vs JD
-61.6%
+116.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -0.7% | -16.0% | +15.3% | +1.4% |
| 3M | +6.4% | -3.2% | +9.6% | +6.7% |
| 6M | +11.4% | +6.1% | +5.3% | +10.2% |
| YTD | +14.0% | -0.1% | +14.1% | +13.6% |
| 1Y | +20.2% | -12.7% | +32.9% | +21.6% |
| 3Y | +68.2% | -6.3% | +74.5% | +64.6% |
| 5Y | +54.8% | -61.3% | +116.2% | +61.4% |
| All | +54.8% | -61.6% | +116.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling