+28.9%
JD vs FITB
+247.7%
-218.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.2% |
| 7D | +7.9% | -1.1% | +9.0% | +8.2% |
| 30D | +4.8% | +7.3% | -2.6% | +2.7% |
| 3M | -13.9% | -4.0% | -9.9% | -13.2% |
| 6M | -5.8% | +11.9% | -17.7% | -9.1% |
| YTD | +2.4% | +19.0% | -16.6% | -3.3% |
| 1Y | -7.5% | +31.0% | -38.6% | -15.1% |
| 3Y | +20.9% | +143.8% | -122.9% | -7.9% |
| 5Y | -58.0% | +48.9% | -106.9% | -64.1% |
| 10Y | +28.9% | +236.6% | -207.7% | -1.9% |
| All | +28.9% | +247.7% | -218.8% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling