-6.3%
JD vs EFV
+92.7%
-99.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.8% |
| 30D | -16.0% | +0.2% | -16.2% | -16.2% |
| 3M | -3.2% | +9.6% | -12.8% | -12.8% |
| 6M | +6.1% | +14.0% | -8.0% | -8.9% |
| YTD | -0.1% | +18.5% | -18.6% | -18.6% |
| 1Y | -12.7% | +27.9% | -40.6% | -35.4% |
| 3Y | -6.3% | +92.4% | -98.7% | -60.5% |
| All | -6.3% | +92.7% | -99.0% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling