+2,309.0%
JCI vs FITB
+2,854.6%
-545.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | -6.9% | +7.0% | -14.0% | -8.5% |
| 3M | -6.3% | -4.8% | -1.5% | -5.2% |
| 6M | +2.6% | +13.5% | -11.0% | -0.8% |
| YTD | +21.8% | +19.1% | +2.7% | +16.2% |
| 1Y | +19.6% | +30.8% | -11.1% | +11.5% |
| 3Y | +194.9% | +141.6% | +53.3% | +136.1% |
| 5Y | +108.1% | +48.3% | +59.9% | +84.6% |
| 10Y | +307.6% | +215.9% | +91.7% | +192.6% |
| All | +2,309.0% | +2,854.6% | -545.7% | +670.1% |
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 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