-8.6%
JD vs FND
+66.0%
-74.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | -1.7% | -5.2% | +3.6% | -0.3% |
| 30D | -13.2% | -19.9% | +6.7% | -8.2% |
| 3M | -3.2% | +2.7% | -5.9% | -5.3% |
| 6M | +15.2% | -21.7% | +36.9% | +20.5% |
| YTD | +2.0% | -17.5% | +19.5% | +4.5% |
| 1Y | -5.4% | -39.3% | +33.9% | +5.1% |
| 3Y | -9.1% | -49.8% | +40.7% | +2.6% |
| 5Y | -59.6% | -60.1% | +0.5% | -53.7% |
| All | -8.6% | +66.0% | -74.7% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling