+17.8%
JD vs FLUT
-52.0%
+69.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +1.8% |
| 7D | +13.4% | -1.1% | +14.4% | +13.4% |
| 30D | +7.7% | +7.7% | 0.0% | +6.4% |
| 3M | -11.3% | -12.2% | +0.9% | -10.1% |
| 6M | -5.1% | -17.6% | +12.4% | -3.3% |
| YTD | +5.0% | -62.0% | +67.1% | +21.2% |
| 1Y | -5.6% | -62.3% | +56.6% | +8.7% |
| 3Y | +17.8% | -52.0% | +69.7% | +32.6% |
| All | +17.8% | -52.0% | +69.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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