-6.7%
JD vs FTI
+49.9%
-56.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +5.2% | -3.3% | +8.5% | +5.0% |
| 30D | +4.5% | -7.2% | +11.7% | +4.2% |
| 3M | -15.4% | -12.9% | -2.5% | -15.8% |
| 6M | -6.0% | -7.9% | +1.8% | -6.8% |
| YTD | +2.2% | +45.2% | -43.0% | -4.0% |
| 1Y | -6.7% | +48.1% | -54.7% | -11.9% |
| All | -6.7% | +49.9% | -56.5% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling