-61.6%
JD vs ET
+242.4%
-304.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | -19.3% | +5.3% | -24.6% | -21.1% |
| 3M | -6.0% | +15.6% | -21.7% | -11.8% |
| 6M | +1.8% | +20.6% | -18.8% | -6.5% |
| YTD | -2.6% | +38.5% | -41.1% | -15.9% |
| 1Y | -17.4% | +35.7% | -53.2% | -28.2% |
| 3Y | -8.6% | +98.4% | -107.0% | -34.8% |
| 5Y | -61.6% | +245.3% | -306.9% | -78.1% |
| All | -61.6% | +242.4% | -304.0% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling