+32.5%
JD vs FTV
+107.5%
-75.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.7% |
| 7D | +5.2% | +1.4% | +3.8% | +4.4% |
| 30D | +4.5% | +18.3% | -13.8% | -3.7% |
| 3M | -15.4% | +9.8% | -25.2% | -19.5% |
| 6M | -6.0% | +12.3% | -18.4% | -12.1% |
| YTD | +2.2% | +23.1% | -20.9% | -9.9% |
| 1Y | -6.7% | +32.5% | -39.2% | -20.8% |
| 3Y | +20.5% | +38.3% | -17.8% | -2.1% |
| 5Y | -58.4% | +16.8% | -75.3% | -64.0% |
| 10Y | +32.5% | +106.6% | -74.1% | -6.2% |
| All | +32.5% | +107.5% | -75.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling