-61.3%
JD vs FTI
+1,110.9%
-1,172.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -16.0% | +12.3% | -28.4% | -17.4% |
| 3M | -3.2% | +13.8% | -16.9% | -5.1% |
| 6M | +6.1% | +24.3% | -18.2% | +2.3% |
| YTD | -0.1% | +75.8% | -75.9% | -8.6% |
| 1Y | -12.7% | +99.6% | -112.4% | -21.8% |
| 3Y | -6.3% | +278.4% | -284.7% | -24.1% |
| 5Y | -61.3% | +1,168.7% | -1,230.0% | -72.0% |
| All | -61.3% | +1,110.9% | -1,172.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling