+16.4%
JD vs ELV
+276.6%
-260.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | -1.0% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -15.4% | +6.7% | -22.1% | -16.6% |
| 3M | -5.0% | +3.0% | -8.0% | -6.0% |
| 6M | +0.9% | +48.0% | -47.0% | -8.1% |
| YTD | -2.5% | +20.0% | -22.5% | -7.4% |
| 1Y | -16.0% | +37.9% | -53.9% | -23.0% |
| 3Y | -8.5% | -2.8% | -5.7% | -10.4% |
| 5Y | -61.8% | +24.8% | -86.6% | -66.3% |
| All | +16.4% | +276.6% | -260.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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