+16.4%
JD vs ET
+179.3%
-162.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -2.6% | +1.4% | -3.9% | -2.9% |
| 30D | -15.4% | +4.6% | -19.9% | -16.3% |
| 3M | -5.0% | +16.0% | -21.1% | -8.6% |
| 6M | +0.9% | +22.8% | -21.9% | -4.4% |
| YTD | -2.5% | +38.9% | -41.3% | -10.5% |
| 1Y | -16.0% | +34.1% | -50.1% | -22.3% |
| 3Y | -8.5% | +98.8% | -107.4% | -23.6% |
| 5Y | -61.8% | +246.8% | -308.6% | -71.9% |
| All | +16.4% | +179.3% | -162.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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