+95.0%
JCI vs FITB
+48.6%
+46.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +3.2% | +2.8% | +0.4% | +2.0% |
| 30D | -8.6% | +9.8% | -18.4% | -12.3% |
| 3M | -7.7% | -5.2% | -2.6% | -5.8% |
| 6M | -2.6% | +17.3% | -19.9% | -9.6% |
| YTD | +17.4% | +19.3% | -1.9% | +7.3% |
| 1Y | +16.9% | +32.7% | -15.8% | +1.7% |
| 3Y | +186.7% | +141.6% | +45.2% | +89.1% |
| All | +95.0% | +48.6% | +46.4% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling