-6.4%
JD vs FFIV
+28.8%
-35.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.6% |
| 7D | +7.9% | -2.1% | +10.0% | +8.0% |
| 30D | +4.8% | -33.8% | +38.5% | +7.9% |
| 3M | -13.9% | -20.6% | +6.7% | -13.0% |
| 6M | -5.8% | -10.2% | +4.4% | -6.8% |
| YTD | +2.4% | +24.5% | -22.1% | -4.9% |
| All | -6.4% | +28.8% | -35.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling