-57.0%
JD vs FE
+47.5%
-104.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +13.4% | 0.0% | +13.4% | +13.4% |
| 30D | +7.7% | +5.2% | +2.5% | +7.2% |
| 3M | -11.3% | 0.0% | -11.3% | -11.3% |
| 6M | -5.1% | +5.0% | -10.2% | -5.7% |
| YTD | +5.0% | +7.9% | -2.8% | +4.1% |
| 1Y | -5.6% | +6.3% | -12.0% | -6.4% |
| 3Y | +17.8% | +46.0% | -28.3% | +11.5% |
| All | -57.0% | +47.5% | -104.4% | -61.2% |
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