+34.4%
JD vs FE
+126.1%
-91.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | -4.1% | +1.2% | -5.3% | -4.3% |
| 30D | +4.6% | +4.5% | +0.1% | +3.8% |
| 3M | -4.7% | +1.3% | -6.1% | -5.0% |
| 6M | -17.4% | +8.7% | -26.0% | -18.7% |
| YTD | +0.7% | +9.2% | -8.5% | -1.1% |
| 1Y | -5.9% | +7.0% | -12.8% | -7.2% |
| 3Y | +18.9% | +51.4% | -32.5% | +9.2% |
| 5Y | -62.9% | +47.7% | -110.6% | -66.2% |
| All | +34.4% | +126.1% | -91.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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