+72.6%
FERG vs JD
-61.6%
+134.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.8% |
| 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% | +52.8% |
| 5Y | +72.6% | -61.3% | +134.0% | +86.9% |
| All | +72.6% | -61.6% | +134.3% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling