-63.5%
JD vs FFIV
+40.7%
-104.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -4.0% | +1.9% | -5.9% | -4.6% |
| 30D | +2.7% | -33.3% | +36.0% | +14.6% |
| 3M | -13.0% | -24.9% | +11.9% | -7.0% |
| 6M | -12.7% | -10.5% | -2.2% | -12.9% |
| YTD | -0.8% | +24.4% | -25.2% | -13.5% |
| 1Y | -8.9% | +32.3% | -41.2% | -22.6% |
| 3Y | +17.0% | +99.7% | -82.7% | -20.8% |
| 5Y | -63.5% | +38.4% | -101.9% | -71.9% |
| All | -63.5% | +40.7% | -104.2% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling