-12.7%
JD vs FITB
+23.3%
-36.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -0.8% | +2.8% | -3.6% | -0.9% |
| 30D | -16.0% | -4.5% | -11.5% | -15.9% |
| 3M | -3.2% | +5.7% | -8.8% | -3.8% |
| 6M | +6.1% | +17.1% | -11.1% | +4.0% |
| YTD | -0.1% | +18.3% | -18.5% | -3.4% |
| 1Y | -12.7% | +23.9% | -36.6% | -16.1% |
| All | -12.7% | +23.3% | -36.1% | -16.1% |
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 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