+16.9%
JD vs ETR
+288.4%
-271.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -19.3% | +2.0% | -21.4% | -19.6% |
| 3M | -6.0% | -1.7% | -4.3% | -5.9% |
| 6M | +1.8% | +3.6% | -1.8% | +0.8% |
| YTD | -2.6% | +18.0% | -20.6% | -5.7% |
| 1Y | -17.4% | +26.2% | -43.7% | -21.1% |
| 3Y | -8.6% | +148.0% | -156.6% | -23.1% |
| 5Y | -61.6% | +126.1% | -187.7% | -67.4% |
| 10Y | +16.9% | +302.3% | -285.4% | -6.6% |
| All | +16.9% | +288.4% | -271.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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