-47.5%
FISV vs JD
+17.9%
-65.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | +1.4% | -4.1% | +5.6% | +1.8% |
| 30D | +38.4% | +4.6% | +33.8% | +37.9% |
| 3M | +14.9% | -4.7% | +19.7% | +15.3% |
| 6M | +21.8% | -17.4% | +39.1% | +23.5% |
| YTD | -5.0% | +0.7% | -5.8% | -5.7% |
| 1Y | -1.2% | -5.9% | +4.7% | -1.2% |
| 3Y | -47.5% | +18.9% | -66.4% | -47.5% |
| All | -47.5% | +17.9% | -65.4% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling