+352.7%
FERG vs JD
+14.7%
+338.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | -15.1% | -19.3% | +4.3% | -13.7% |
| 3M | -4.8% | -6.0% | +1.2% | -4.4% |
| 6M | -2.5% | +1.8% | -4.2% | -2.7% |
| YTD | +1.8% | -2.6% | +4.4% | +1.9% |
| 1Y | -0.3% | -17.4% | +17.1% | +0.8% |
| 3Y | +52.9% | -8.6% | +61.5% | +51.9% |
| 5Y | +69.3% | -61.6% | +130.9% | +73.3% |
| 10Y | +352.7% | +16.9% | +335.8% | +363.1% |
| All | +352.7% | +14.7% | +338.0% | +363.1% |
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 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