+28.4%
JD vs FN
+663.9%
-635.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.2% | +17.5% | +5.8% |
| 7D | +11.7% | -16.0% | +27.7% | +14.5% |
| 30D | +8.1% | -40.1% | +48.2% | +17.4% |
| 3M | -12.0% | -43.9% | +31.9% | -4.4% |
| 6M | -3.5% | -55.6% | +52.1% | +7.9% |
| YTD | +3.3% | -35.7% | +39.0% | +4.3% |
| 1Y | -7.4% | -39.8% | +32.4% | -5.9% |
| 3Y | +16.6% | +80.3% | -63.7% | -17.6% |
| 5Y | -57.9% | +143.3% | -201.2% | -74.1% |
| All | +28.4% | +663.9% | -635.5% | -44.8% |
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