+64.5%
ETN vs JD
+17.9%
+46.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +3.6% | -4.1% | +7.7% | +4.1% |
| 30D | -13.4% | +4.6% | -18.0% | -14.0% |
| 3M | -21.9% | -4.7% | -17.2% | -21.6% |
| 6M | -12.8% | -17.4% | +4.6% | -10.9% |
| YTD | +12.1% | +0.7% | +11.4% | +11.3% |
| 1Y | +0.8% | -5.9% | +6.7% | +0.9% |
| 3Y | +64.5% | +18.9% | +45.6% | +62.5% |
| All | +64.5% | +17.9% | +46.6% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling