-61.3%
JD vs EFX
-35.1%
-26.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.2% |
| 7D | -0.8% | -7.8% | +7.0% | +1.5% |
| 30D | -16.0% | -5.7% | -10.3% | -14.8% |
| 3M | -3.2% | +2.5% | -5.7% | -4.7% |
| 6M | +6.1% | -16.7% | +22.7% | +10.8% |
| YTD | -0.1% | -20.2% | +20.1% | +5.1% |
| 1Y | -12.7% | -31.4% | +18.6% | -3.6% |
| 3Y | -6.3% | -10.5% | +4.2% | -11.5% |
| 5Y | -61.3% | -35.2% | -26.1% | -59.7% |
| All | -61.3% | -35.1% | -26.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling