-40.2%
FIS vs JD
+18.8%
-59.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | -7.8% | -16.0% | +8.2% | -5.4% |
| 3M | +0.8% | -3.2% | +4.0% | +1.2% |
| 6M | -21.9% | +6.1% | -28.0% | -23.0% |
| YTD | -39.5% | -0.1% | -39.4% | -39.8% |
| 1Y | -41.0% | -12.7% | -28.3% | -40.1% |
| 3Y | -23.6% | -6.3% | -17.3% | -26.2% |
| 5Y | -65.6% | -61.3% | -4.3% | -63.2% |
| 10Y | -40.2% | +17.6% | -57.8% | -51.4% |
| All | -40.2% | +18.8% | -59.0% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling