-57.9%
JD vs FE
+46.2%
-104.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +11.7% | +0.6% | +11.2% | +11.7% |
| 30D | +8.1% | +6.4% | +1.7% | +7.5% |
| 3M | -12.0% | -0.5% | -11.5% | -12.0% |
| 6M | -3.5% | +4.7% | -8.3% | -4.0% |
| YTD | +3.3% | +8.4% | -5.0% | +2.3% |
| 1Y | -7.4% | +7.2% | -14.7% | -8.2% |
| 3Y | +16.6% | +44.9% | -28.3% | +10.5% |
| 5Y | -57.9% | +46.3% | -104.1% | -61.9% |
| All | -57.9% | +46.2% | -104.1% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling