+18.1%
EWZ vs JD
+50.3%
-32.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.2% |
| 7D | -4.2% | +11.7% | -15.9% | -6.4% |
| 30D | -26.1% | +8.1% | -34.2% | -27.4% |
| 3M | -12.0% | -12.0% | -0.1% | -9.8% |
| 6M | -19.3% | -3.5% | -15.8% | -19.1% |
| YTD | +0.9% | +3.3% | -2.4% | -0.5% |
| 1Y | +3.4% | -7.4% | +10.8% | +4.2% |
| 3Y | +18.6% | +16.6% | +2.0% | +8.7% |
| 5Y | +56.6% | -57.9% | +114.5% | +66.4% |
| 10Y | +50.3% | +32.6% | +17.7% | +11.6% |
| All | +18.1% | +50.3% | -32.2% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling