-8.5%
JD vs FND
+70.0%
-78.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +5.2% | +6.8% | -1.6% | +3.2% |
| 30D | +4.5% | +13.1% | -8.6% | +0.7% |
| 3M | -15.4% | -13.1% | -2.4% | -12.9% |
| 6M | -6.0% | -0.6% | -5.5% | -8.2% |
| YTD | +2.2% | -15.5% | +17.7% | +3.4% |
| 1Y | -6.7% | -13.7% | +7.0% | -6.3% |
| 3Y | +20.5% | -35.0% | +55.5% | +26.0% |
| 5Y | -58.4% | -60.1% | +1.6% | -52.5% |
| All | -8.5% | +70.0% | -78.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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