-3.3%
FISV vs JD
+20.5%
-23.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.2% | -2.6% | -4.6% | -6.8% |
| 30D | -7.2% | -15.4% | +8.2% | -4.9% |
| 3M | -8.2% | -5.0% | -3.1% | -7.6% |
| 6M | -17.7% | +0.9% | -18.6% | -18.3% |
| YTD | -27.2% | -2.5% | -24.7% | -27.3% |
| 1Y | -63.0% | -16.0% | -47.0% | -62.3% |
| 3Y | -59.8% | -8.5% | -51.2% | -60.8% |
| 5Y | -55.8% | -61.8% | +6.0% | -52.5% |
| All | -3.3% | +20.5% | -23.7% | -23.6% |
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 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