-2.6%
JCI vs FITB
+14.7%
-17.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +3.2% | +2.8% | +0.4% | +2.4% |
| 30D | -8.6% | +9.8% | -18.4% | -10.9% |
| 3M | -7.7% | -5.2% | -2.6% | -6.1% |
| 6M | -2.6% | +17.3% | -19.9% | -10.5% |
| All | -2.6% | +14.7% | -17.2% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling