+20.9%
JD vs EFX
+4.0%
+16.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +7.9% | -2.2% | +10.1% | +8.3% |
| 30D | +4.8% | +29.2% | -24.4% | -0.1% |
| 3M | -13.9% | +3.5% | -17.4% | -14.8% |
| 6M | -5.8% | +7.8% | -13.6% | -7.8% |
| YTD | +2.4% | -12.4% | +14.8% | +4.0% |
| 1Y | -7.5% | -8.2% | +0.7% | -7.1% |
| 3Y | +20.9% | +4.7% | +16.2% | +8.2% |
| All | +20.9% | +4.0% | +16.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling