-57.1%
JD vs FE
+42.2%
-99.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.8% |
| 7D | +13.4% | -1.0% | +14.4% | +13.5% |
| 30D | +7.7% | +4.1% | +3.5% | +7.3% |
| 3M | -11.3% | -1.0% | -10.3% | -11.2% |
| 6M | -5.1% | +4.0% | -9.2% | -5.6% |
| YTD | +5.0% | +6.8% | -1.8% | +4.1% |
| 1Y | -5.6% | +5.3% | -10.9% | -6.3% |
| 3Y | +17.8% | +44.6% | -26.8% | +11.6% |
| All | -57.1% | +42.2% | -99.3% | -61.3% |
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