+177.8%
ETN vs JD
-60.9%
+238.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.4% |
| 7D | +6.2% | -3.0% | +9.2% | +6.5% |
| 30D | -6.7% | -19.3% | +12.6% | -4.8% |
| 3M | +3.6% | -6.0% | +9.6% | +4.1% |
| 6M | +18.3% | +1.8% | +16.5% | +17.8% |
| YTD | +31.5% | -2.6% | +34.0% | +31.4% |
| 1Y | +20.6% | -17.4% | +38.0% | +22.2% |
| 3Y | +82.5% | -8.6% | +91.1% | +81.0% |
| 5Y | +177.8% | -61.6% | +239.4% | +186.1% |
| All | +177.8% | -60.9% | +238.7% | +186.1% |
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 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