+20.9%
JD vs EFV
+91.1%
-70.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -5.2% |
| 7D | +7.9% | +1.7% | +6.2% | +5.8% |
| 30D | +4.8% | +3.4% | +1.3% | +0.9% |
| 3M | -13.9% | -1.7% | -12.2% | -12.7% |
| 6M | -5.8% | +6.4% | -12.2% | -12.6% |
| YTD | +2.4% | +16.3% | -13.9% | -15.0% |
| 1Y | -7.5% | +22.9% | -30.5% | -28.5% |
| 3Y | +20.9% | +92.8% | -72.0% | -48.4% |
| All | +20.9% | +91.1% | -70.2% | -48.4% |
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