+28.9%
JD vs FFIV
+132.4%
-103.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.2% |
| 7D | +7.9% | -2.1% | +10.0% | +8.5% |
| 30D | +4.8% | -33.8% | +38.5% | +18.5% |
| 3M | -13.9% | -20.6% | +6.7% | -9.1% |
| 6M | -5.8% | -10.2% | +4.4% | -5.5% |
| YTD | +2.4% | +24.5% | -22.1% | -10.0% |
| 1Y | -7.5% | +29.3% | -36.8% | -20.0% |
| 3Y | +20.9% | +103.8% | -82.9% | -15.5% |
| 5Y | -58.0% | +40.9% | -98.9% | -66.8% |
| 10Y | +28.9% | +126.6% | -97.7% | -16.9% |
| All | +28.9% | +132.4% | -103.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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