+32.3%
JD vs FITB
+208.7%
-176.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -4.0% | +0.8% | -4.9% | -4.3% |
| 30D | +2.7% | +7.3% | -4.7% | +0.7% |
| 3M | -13.0% | -6.3% | -6.7% | -11.7% |
| 6M | -12.7% | +12.6% | -25.3% | -16.0% |
| YTD | -0.8% | +18.0% | -18.8% | -6.2% |
| 1Y | -8.9% | +28.9% | -37.8% | -16.0% |
| 3Y | +17.0% | +139.4% | -122.4% | -10.6% |
| 5Y | -63.5% | +47.2% | -110.7% | -68.7% |
| All | +32.3% | +208.7% | -176.4% | -4.6% |
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 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