-4.2%
JD vs FTI
+295.6%
-299.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -1.7% | +5.3% | -6.9% | -2.4% |
| 30D | -13.2% | +15.3% | -28.5% | -15.2% |
| 3M | -3.2% | +15.8% | -19.0% | -5.8% |
| 6M | +15.2% | +22.6% | -7.4% | +10.4% |
| YTD | +2.0% | +79.5% | -77.6% | -9.2% |
| 1Y | -5.4% | +102.0% | -107.4% | -18.0% |
| All | -4.2% | +295.6% | -299.7% | -28.4% |
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