+16.9%
JD vs EFX
+38.5%
-21.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.8% |
| 7D | -3.0% | -9.4% | +6.4% | -0.1% |
| 30D | -19.3% | -6.9% | -12.4% | -17.7% |
| 3M | -6.0% | +0.1% | -6.1% | -6.9% |
| 6M | +1.8% | -17.3% | +19.1% | +6.6% |
| YTD | -2.6% | -21.8% | +19.3% | +3.2% |
| 1Y | -17.4% | -32.5% | +15.1% | -8.4% |
| 3Y | -8.6% | -12.3% | +3.7% | -11.2% |
| 5Y | -61.6% | -36.6% | -25.0% | -59.2% |
| 10Y | +16.9% | +41.0% | -24.2% | -13.3% |
| All | +16.9% | +38.5% | -21.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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