-60.5%
JD vs ETR
+127.3%
-187.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | -13.2% | +1.0% | -14.1% | -13.2% |
| 3M | -3.2% | -1.3% | -1.9% | -3.2% |
| 6M | +15.2% | +1.9% | +13.3% | +14.7% |
| YTD | +2.0% | +18.2% | -16.2% | -0.1% |
| 1Y | -5.4% | +24.7% | -30.1% | -7.8% |
| 3Y | -9.1% | +150.7% | -159.8% | -17.3% |
| All | -60.5% | +127.3% | -187.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling