-57.1%
JD vs FITB
+44.6%
-101.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +13.4% | -1.5% | +14.9% | +13.9% |
| 30D | +7.7% | +5.8% | +1.9% | +5.5% |
| 3M | -11.3% | -6.1% | -5.2% | -9.6% |
| 6M | -5.1% | +5.9% | -11.1% | -7.9% |
| YTD | +5.0% | +16.1% | -11.1% | -2.2% |
| 1Y | -5.6% | +28.8% | -34.5% | -15.8% |
| 3Y | +17.8% | +126.0% | -108.3% | -20.3% |
| All | -57.1% | +44.6% | -101.7% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling