+200.3%
EWT vs JD
-6.1%
+206.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +8.2% | -16.0% | +24.2% | +11.4% |
| 3M | +11.1% | -3.2% | +14.2% | +11.2% |
| 6M | +60.4% | +6.1% | +54.4% | +57.7% |
| YTD | +75.6% | -0.1% | +75.7% | +74.3% |
| 1Y | +91.3% | -12.7% | +104.1% | +94.0% |
| 3Y | +200.3% | -6.3% | +206.6% | +199.2% |
| All | +200.3% | -6.1% | +206.4% | +199.2% |
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