+81.1%
EWZ vs JD
+25.4%
+55.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +6.5% | -1.7% | +8.2% | +6.8% |
| 30D | +4.8% | -13.2% | +18.0% | +7.9% |
| 3M | +9.9% | -3.2% | +13.1% | +10.4% |
| 6M | +1.9% | +15.2% | -13.3% | -1.7% |
| YTD | +20.3% | +2.0% | +18.3% | +19.0% |
| 1Y | +35.6% | -5.4% | +41.0% | +35.8% |
| 3Y | +43.4% | -9.1% | +52.5% | +38.6% |
| 5Y | +55.9% | -59.6% | +115.6% | +68.3% |
| All | +81.1% | +25.4% | +55.7% | +22.8% |
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