+16.4%
JD vs EFV
+167.0%
-150.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -2.6% | -2.0% | -0.6% | -0.5% |
| 30D | -15.4% | -0.2% | -15.2% | -15.2% |
| 3M | -5.0% | +9.1% | -14.2% | -13.5% |
| 6M | +0.9% | +11.7% | -10.8% | -10.4% |
| YTD | -2.5% | +17.0% | -19.5% | -17.7% |
| 1Y | -16.0% | +26.7% | -42.7% | -34.8% |
| 3Y | -8.5% | +90.2% | -98.7% | -53.0% |
| 5Y | -61.8% | +96.1% | -157.9% | -80.6% |
| All | +16.4% | +167.0% | -150.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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