-9.8%
JD vs FND
+57.9%
-67.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.1% |
| 7D | -4.1% | -6.8% | +2.7% | -2.4% |
| 30D | +4.6% | +8.0% | -3.4% | +2.0% |
| 3M | -4.7% | -18.9% | +14.2% | -0.1% |
| 6M | -17.4% | +4.7% | -22.0% | -20.3% |
| YTD | +0.7% | -21.6% | +22.3% | +3.9% |
| 1Y | -5.9% | -22.0% | +16.1% | -3.0% |
| 3Y | +18.9% | -40.4% | +59.3% | +27.1% |
| 5Y | -62.9% | -63.8% | +0.9% | -56.6% |
| All | -9.8% | +57.9% | -67.6% | -21.5% |
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