+2,221.0%
JCI vs FITB
+2,860.1%
-639.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +3.2% | +2.8% | +0.4% | +2.5% |
| 30D | -8.6% | +9.8% | -18.4% | -10.7% |
| 3M | -7.7% | -5.2% | -2.6% | -6.6% |
| 6M | -2.6% | +17.3% | -19.9% | -6.5% |
| YTD | +17.4% | +19.3% | -1.9% | +11.9% |
| 1Y | +16.9% | +32.7% | -15.8% | +8.6% |
| 3Y | +186.7% | +141.6% | +45.2% | +129.5% |
| 5Y | +95.4% | +48.9% | +46.5% | +73.1% |
| 10Y | +292.7% | +216.5% | +76.2% | +181.7% |
| All | +2,221.0% | +2,860.1% | -639.0% | +641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling