+307.6%
JCI vs FITB
+226.2%
+81.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | -6.9% | +7.0% | -14.0% | -9.6% |
| 3M | -6.3% | -4.8% | -1.5% | -4.5% |
| 6M | +2.6% | +13.5% | -11.0% | -3.2% |
| YTD | +21.8% | +19.1% | +2.7% | +12.1% |
| 1Y | +19.6% | +30.8% | -11.1% | +5.7% |
| 3Y | +194.9% | +141.6% | +53.3% | +99.0% |
| 5Y | +108.1% | +48.3% | +59.9% | +66.7% |
| 10Y | +307.6% | +215.9% | +91.7% | +124.2% |
| All | +307.6% | +226.2% | +81.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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