+485.8%
FERG vs JD
+48.6%
+437.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | +7.2% | +5.2% | +2.0% | +6.8% |
| 30D | +17.9% | +4.5% | +13.4% | +17.5% |
| 3M | -1.3% | -15.4% | +14.1% | -0.2% |
| 6M | +8.3% | -6.0% | +14.4% | +8.6% |
| YTD | +18.3% | +2.2% | +16.2% | +17.9% |
| 1Y | +4.7% | -6.7% | +11.4% | +5.0% |
| 3Y | +70.3% | +20.5% | +49.8% | +66.7% |
| 5Y | +84.6% | -58.4% | +143.1% | +87.7% |
| 10Y | +430.3% | +32.5% | +397.8% | +421.0% |
| All | +485.8% | +48.6% | +437.2% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling