+17.6%
JD vs FTV
+77.3%
-59.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -16.0% | -8.3% | -7.7% | -12.6% |
| 3M | -3.2% | -7.4% | +4.2% | -0.2% |
| 6M | +6.1% | -1.2% | +7.3% | +5.3% |
| YTD | -0.1% | +2.7% | -2.8% | -3.5% |
| 1Y | -12.7% | +18.4% | -31.2% | -21.8% |
| 3Y | -6.3% | -2.0% | -4.3% | -9.2% |
| 5Y | -61.3% | +3.4% | -64.8% | -64.3% |
| 10Y | +17.6% | +78.5% | -60.9% | -9.0% |
| All | +17.6% | +77.3% | -59.7% | -9.0% |
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