+17.6%
JD vs FITB
+285.0%
-267.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | +2.8% | -3.6% | -1.5% |
| 30D | -16.0% | -4.5% | -11.5% | -15.1% |
| 3M | -3.2% | +5.7% | -8.8% | -4.9% |
| 6M | +6.1% | +17.1% | -11.1% | +1.0% |
| YTD | -0.1% | +18.3% | -18.5% | -5.4% |
| 1Y | -12.7% | +23.9% | -36.6% | -18.6% |
| 3Y | -6.3% | +131.1% | -137.4% | -27.6% |
| 5Y | -61.3% | +71.1% | -132.4% | -67.9% |
| 10Y | +17.6% | +283.9% | -266.3% | -20.5% |
| All | +17.6% | +285.0% | -267.4% | -20.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling