+32.5%
JD vs ED
+136.7%
-104.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +5.2% | +2.1% | +3.1% | +5.1% |
| 30D | +4.5% | +12.4% | -7.9% | +4.0% |
| 3M | -15.4% | +13.1% | -28.5% | -15.9% |
| 6M | -6.0% | +14.1% | -20.1% | -6.6% |
| YTD | +2.2% | +23.1% | -20.9% | +1.0% |
| 1Y | -6.7% | +25.4% | -32.1% | -7.9% |
| 3Y | +20.5% | +47.9% | -27.3% | +16.4% |
| 5Y | -58.4% | +81.9% | -140.3% | -60.9% |
| 10Y | +32.5% | +141.3% | -108.8% | +17.7% |
| All | +32.5% | +136.7% | -104.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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