+21.5%
JD vs FDS
+87.3%
-65.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -13.2% | +9.0% | -22.2% | -15.8% |
| 3M | -3.2% | +18.9% | -22.0% | -9.4% |
| 6M | +15.2% | +35.1% | -19.9% | +1.4% |
| YTD | +2.0% | +5.5% | -3.5% | -1.9% |
| 1Y | -5.4% | -16.8% | +11.4% | -0.4% |
| 3Y | -9.1% | -28.1% | +19.0% | +0.1% |
| 5Y | -59.6% | -17.4% | -42.2% | -59.0% |
| All | +21.5% | +87.3% | -65.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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