+197.6%
JCI vs FITB
+143.6%
+54.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -6.3% | -4.8% | -1.5% | -4.4% |
| 6M | +2.6% | +13.5% | -11.0% | -3.5% |
| YTD | +21.8% | +19.1% | +2.7% | +11.3% |
| 1Y | +19.6% | +30.8% | -11.1% | +4.4% |
| All | +197.6% | +143.6% | +54.0% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling