-57.7%
FISV vs JD
-60.9%
+3.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.9% | -4.1% |
| 7D | -6.4% | -3.0% | -3.4% | -6.1% |
| 30D | -6.8% | -19.3% | +12.5% | -4.7% |
| 3M | -10.0% | -6.0% | -3.9% | -9.5% |
| 6M | -20.6% | +1.8% | -22.4% | -21.2% |
| YTD | -27.6% | -2.6% | -25.0% | -27.7% |
| 1Y | -64.3% | -17.4% | -46.9% | -63.8% |
| 3Y | -60.0% | -8.6% | -51.4% | -60.6% |
| 5Y | -57.7% | -61.6% | +3.9% | -55.1% |
| All | -57.7% | -60.9% | +3.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling