-57.1%
JD vs FND
-61.6%
+4.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +13.4% | +7.7% | +5.7% | +11.0% |
| 30D | +7.7% | +11.9% | -4.2% | +4.2% |
| 3M | -11.3% | -14.6% | +3.3% | -8.2% |
| 6M | -5.1% | +0.5% | -5.6% | -7.6% |
| YTD | +5.0% | -15.8% | +20.9% | +6.6% |
| 1Y | -5.6% | -12.9% | +7.3% | -5.5% |
| 3Y | +17.8% | -34.2% | +51.9% | +22.1% |
| All | -57.1% | -61.6% | +4.5% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling