-7.2%
JD vs ET
+97.4%
-104.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.7% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -19.3% | +5.3% | -24.6% | -20.9% |
| 3M | -6.0% | +15.6% | -21.7% | -11.0% |
| 6M | +1.8% | +20.6% | -18.8% | -5.3% |
| YTD | -2.6% | +38.5% | -41.1% | -14.4% |
| 1Y | -17.4% | +35.7% | -53.2% | -27.0% |
| All | -7.2% | +97.4% | -104.6% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling