-6.4%
JD vs FND
-10.2%
+3.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.8% |
| 7D | +7.9% | +8.5% | -0.6% | +7.0% |
| 30D | +4.8% | +17.2% | -12.4% | +3.2% |
| 3M | -13.9% | -14.9% | +1.0% | -13.3% |
| 6M | -5.8% | +3.1% | -8.9% | -6.7% |
| YTD | +2.4% | -12.4% | +14.8% | +2.6% |
| All | -6.4% | -10.2% | +3.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling