-62.4%
JD vs FE
+47.0%
-109.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.2% |
| 30D | +4.6% | +4.5% | +0.1% | +4.2% |
| 3M | -4.7% | +1.3% | -6.1% | -4.9% |
| 6M | -17.4% | +8.7% | -26.0% | -18.1% |
| YTD | +0.7% | +9.2% | -8.5% | -0.3% |
| 1Y | -5.9% | +7.0% | -12.8% | -6.7% |
| 3Y | +18.9% | +51.4% | -32.5% | +12.3% |
| All | -62.4% | +47.0% | -109.4% | -66.1% |
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