+32.5%
JD vs FTI
+178.7%
-146.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +5.2% | -3.3% | +8.5% | +5.6% |
| 30D | +4.5% | -7.2% | +11.7% | +5.4% |
| 3M | -15.4% | -12.9% | -2.5% | -14.0% |
| 6M | -6.0% | -7.9% | +1.8% | -5.5% |
| YTD | +2.2% | +45.2% | -43.0% | -4.4% |
| 1Y | -6.7% | +48.1% | -54.7% | -13.0% |
| 3Y | +20.5% | +205.0% | -184.5% | -0.5% |
| 5Y | -58.4% | +838.8% | -897.3% | -71.5% |
| 10Y | +32.5% | +174.8% | -142.3% | +10.0% |
| All | +32.5% | +178.7% | -146.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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