+54.3%
JD vs FFIV
+265.5%
-211.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -13.2% | -5.1% | -8.1% | -11.8% |
| 3M | -3.2% | -4.5% | +1.3% | -2.3% |
| 6M | +15.2% | +36.5% | -21.2% | +1.5% |
| YTD | +2.0% | +53.0% | -51.0% | -14.4% |
| 1Y | -5.4% | +24.2% | -29.6% | -14.7% |
| 3Y | -9.1% | +137.2% | -146.3% | -37.5% |
| 5Y | -59.6% | +91.8% | -151.4% | -70.5% |
| 10Y | +26.2% | +215.2% | -188.9% | -26.0% |
| All | +54.3% | +265.5% | -211.2% | -16.8% |
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 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