+337.2%
JCI vs FITB
+287.0%
+50.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | -3.8% | -5.1% | +1.3% | -1.7% |
| 3M | -1.6% | +3.5% | -5.2% | -3.3% |
| 6M | +9.5% | +17.2% | -7.7% | +2.1% |
| YTD | +21.7% | +17.6% | +4.1% | +12.8% |
| 1Y | +37.1% | +23.4% | +13.8% | +24.2% |
| 3Y | +165.2% | +129.7% | +35.4% | +82.7% |
| 5Y | +110.3% | +68.4% | +41.9% | +60.0% |
| All | +337.2% | +287.0% | +50.2% | +133.1% |
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