+30.5%
JD vs FN
+753.0%
-722.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.7% | -10.0% | -0.4% |
| 7D | +13.4% | 0.0% | +13.4% | +12.6% |
| 30D | +7.7% | -34.3% | +42.0% | +15.0% |
| 3M | -11.3% | -39.9% | +28.6% | -4.8% |
| 6M | -5.1% | -51.8% | +46.7% | +4.5% |
| YTD | +5.0% | -28.1% | +33.2% | +3.9% |
| 1Y | -5.6% | -29.1% | +23.4% | -7.1% |
| 3Y | +17.8% | +102.4% | -84.7% | -18.6% |
| 5Y | -57.2% | +171.7% | -228.8% | -74.2% |
| All | +30.5% | +753.0% | -722.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling