+4.7%
FERG vs JD
-6.9%
+11.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | +7.2% | +5.2% | +2.0% | +5.9% |
| 30D | +17.9% | +4.5% | +13.4% | +16.6% |
| 3M | -1.3% | -15.4% | +14.1% | +2.0% |
| 6M | +8.3% | -6.0% | +14.4% | +9.7% |
| YTD | +18.3% | +2.2% | +16.2% | +17.9% |
| 1Y | +4.7% | -6.7% | +11.4% | +9.0% |
| All | +4.7% | -6.9% | +11.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling