+55.0%
FERG vs JD
-6.1%
+61.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -11.5% | -16.0% | +4.5% | -9.7% |
| 3M | +1.3% | -3.2% | +4.5% | +1.6% |
| 6M | -1.0% | +6.1% | -7.0% | -1.8% |
| YTD | +3.2% | -0.1% | +3.3% | +3.0% |
| 1Y | -3.0% | -12.7% | +9.8% | -1.9% |
| 3Y | +55.0% | -6.3% | +61.3% | +51.2% |
| All | +55.0% | -6.1% | +61.2% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling