+706.7%
ETN vs JD
+20.6%
+686.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.5% | -4.2% | +7.8% | +4.1% |
| 30D | -7.5% | -14.4% | +6.9% | -5.6% |
| 3M | +8.3% | -3.6% | +11.9% | +8.6% |
| 6M | +20.2% | -0.3% | +20.5% | +19.8% |
| YTD | +34.7% | -2.4% | +37.0% | +34.5% |
| 1Y | +19.4% | -18.5% | +38.0% | +22.1% |
| 3Y | +85.5% | -7.0% | +92.5% | +81.6% |
| 5Y | +186.6% | -61.7% | +248.3% | +204.3% |
| All | +706.7% | +20.6% | +686.0% | +571.1% |
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