+54.3%
JD vs ET
+122.8%
-68.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -13.2% | +7.5% | -20.6% | -14.4% |
| 3M | -3.2% | +11.4% | -14.6% | -5.2% |
| 6M | +15.2% | +18.5% | -3.3% | +11.4% |
| YTD | +2.0% | +37.4% | -35.4% | -4.2% |
| 1Y | -5.4% | +30.9% | -36.3% | -10.3% |
| 3Y | -9.1% | +98.7% | -107.8% | -20.5% |
| 5Y | -59.6% | +230.7% | -290.3% | -67.7% |
| 10Y | +26.2% | +175.6% | -149.3% | -0.4% |
| All | +54.3% | +122.8% | -68.4% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling