+59.0%
JD vs FFIV
+191.0%
-132.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +13.4% | -8.1% | +21.5% | +16.4% |
| 30D | +7.7% | -33.4% | +41.1% | +21.6% |
| 3M | -11.3% | -24.7% | +13.5% | -4.5% |
| 6M | -5.1% | -8.8% | +3.7% | -5.3% |
| YTD | +5.0% | +21.8% | -16.7% | -6.7% |
| 1Y | -5.6% | +25.3% | -30.9% | -17.2% |
| 3Y | +17.8% | +101.2% | -83.4% | -16.5% |
| 5Y | -57.2% | +40.2% | -97.4% | -65.7% |
| 10Y | +34.8% | +129.0% | -94.2% | -13.4% |
| All | +59.0% | +191.0% | -132.0% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling