-7.2%
JD vs FITB
+30.0%
-37.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.2% |
| 30D | +4.5% | +7.0% | -2.5% | +4.7% |
| 3M | -15.4% | -4.4% | -11.1% | -15.6% |
| 6M | -6.0% | +11.6% | -17.6% | -6.1% |
| YTD | +2.2% | +18.6% | -16.5% | +0.6% |
| All | -7.2% | +30.0% | -37.3% | -9.3% |
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