-9.5%
JD vs FFIV
+136.9%
-146.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -13.2% | -5.1% | -8.1% | -12.2% |
| 3M | -3.2% | -4.5% | +1.3% | -2.6% |
| 6M | +15.2% | +36.5% | -21.2% | +5.0% |
| YTD | +2.0% | +53.0% | -51.0% | -10.4% |
| 1Y | -5.4% | +24.2% | -29.6% | -11.9% |
| All | -9.5% | +136.9% | -146.4% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling