+54.6%
JD vs EFX
+205.9%
-151.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +4.5% | +29.1% | -24.6% | -4.9% |
| 3M | -15.4% | +4.3% | -19.7% | -17.4% |
| 6M | -6.0% | +7.7% | -13.8% | -10.2% |
| YTD | +2.2% | -12.5% | +14.6% | +4.1% |
| 1Y | -6.7% | -8.8% | +2.2% | -6.5% |
| 3Y | +20.5% | +4.3% | +16.2% | +8.4% |
| 5Y | -58.4% | -29.4% | -29.1% | -57.1% |
| 10Y | +32.5% | +78.1% | -45.6% | -19.9% |
| All | +54.6% | +205.9% | -151.3% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling