+21.5%
JD vs FN
+900.0%
-878.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.4% |
| 30D | -13.2% | -22.0% | +8.8% | -9.8% |
| 3M | -3.2% | -43.0% | +39.8% | +5.6% |
| 6M | +15.2% | -27.7% | +43.0% | +17.7% |
| YTD | +2.0% | -10.5% | +12.5% | -1.6% |
| 1Y | -5.4% | +12.5% | -17.9% | -14.2% |
| 3Y | -9.1% | +153.8% | -162.9% | -38.7% |
| 5Y | -59.6% | +288.0% | -347.6% | -77.3% |
| All | +21.5% | +900.0% | -878.5% | -48.7% |
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