+17.8%
JD vs FTI
+191.5%
-173.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.2% |
| 7D | +13.4% | -7.6% | +21.0% | +14.5% |
| 30D | +7.7% | -7.1% | +14.8% | +8.5% |
| 3M | -11.3% | -8.7% | -2.6% | -10.6% |
| 6M | -5.1% | -14.0% | +8.8% | -3.8% |
| YTD | +5.0% | +42.8% | -37.8% | -3.9% |
| 1Y | -5.6% | +50.4% | -56.0% | -14.7% |
| 3Y | +17.8% | +194.1% | -176.3% | -9.0% |
| All | +17.8% | +191.5% | -173.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling