-6.4%
JD vs FITB
+31.0%
-37.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.4% |
| 7D | +7.9% | -1.1% | +9.0% | +7.9% |
| 30D | +4.8% | +7.3% | -2.6% | +5.0% |
| 3M | -13.9% | -4.0% | -9.9% | -14.1% |
| 6M | -5.8% | +11.9% | -17.7% | -5.9% |
| YTD | +2.4% | +19.0% | -16.6% | +0.9% |
| All | -6.4% | +31.0% | -37.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling