+55.0%
JD vs FTI
+66.8%
-11.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +7.9% | -4.3% | +12.2% | +8.6% |
| 30D | +4.8% | -8.0% | +12.8% | +5.9% |
| 3M | -13.9% | -8.0% | -5.9% | -13.2% |
| 6M | -5.8% | -8.7% | +2.9% | -5.1% |
| YTD | +2.4% | +43.9% | -41.5% | -4.6% |
| 1Y | -7.5% | +49.8% | -57.3% | -14.5% |
| 3Y | +20.9% | +211.7% | -190.8% | -2.5% |
| 5Y | -58.0% | +781.6% | -839.6% | -72.2% |
| 10Y | +28.9% | +180.2% | -151.3% | +2.5% |
| All | +55.0% | +66.8% | -11.8% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling