+415.7%
FERG vs JD
+48.3%
+367.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | 0.0% | -1.7% | +1.6% | +0.1% |
| 30D | -10.2% | -13.2% | +3.0% | -9.3% |
| 3M | -0.6% | -3.2% | +2.6% | -0.4% |
| 6M | -6.5% | +15.2% | -21.8% | -7.5% |
| YTD | +4.2% | +2.0% | +2.2% | +3.9% |
| 1Y | -2.3% | -5.4% | +3.1% | -2.1% |
| 3Y | +48.5% | -9.1% | +57.6% | +47.5% |
| 5Y | +72.0% | -59.6% | +131.6% | +75.1% |
| 10Y | +369.9% | +26.2% | +343.6% | +362.4% |
| All | +415.7% | +48.3% | +367.4% | +402.7% |
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