-57.1%
JD vs FTV
+12.0%
-69.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +13.4% | +0.2% | +13.1% | +13.1% |
| 30D | +7.7% | +15.7% | -8.0% | +0.2% |
| 3M | -11.3% | +7.5% | -18.8% | -14.7% |
| 6M | -5.1% | +8.5% | -13.6% | -9.9% |
| YTD | +5.0% | +18.8% | -13.7% | -6.4% |
| 1Y | -5.6% | +28.5% | -34.2% | -20.0% |
| 3Y | +17.8% | +34.0% | -16.2% | -6.7% |
| All | -57.1% | +12.0% | -69.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling