+153.4%
FDX vs JD
+26.7%
+126.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.5% | +5.2% | -4.7% | -0.5% |
| 30D | +9.5% | +4.5% | +5.0% | +8.6% |
| 3M | -1.3% | -15.4% | +14.1% | +1.3% |
| 6M | +5.5% | -6.0% | +11.6% | +6.1% |
| YTD | +38.9% | +2.2% | +36.7% | +37.1% |
| 1Y | +58.8% | -6.7% | +65.5% | +59.2% |
| 3Y | +71.1% | +20.5% | +50.6% | +57.3% |
| 5Y | +76.3% | -58.4% | +134.7% | +87.7% |
| 10Y | +153.4% | +32.5% | +120.9% | +100.2% |
| All | +153.4% | +26.7% | +126.7% | +100.2% |
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 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