-7.3%
JD vs FN
-19.6%
+12.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -4.0% | +20.8% | -24.8% | -4.6% |
| 30D | +2.7% | -17.3% | +19.9% | +3.2% |
| 3M | -13.0% | -38.1% | +25.1% | -11.7% |
| 6M | -12.7% | -44.2% | +31.5% | -10.9% |
| YTD | -0.8% | -22.3% | +21.5% | -1.0% |
| All | -7.3% | -19.6% | +12.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling