+52.1%
JD vs FITB
+306.6%
-254.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +4.2% | +7.0% | -2.8% | +2.1% |
| 3M | -12.8% | -4.8% | -8.0% | -11.7% |
| 6M | -8.8% | +13.5% | -22.3% | -12.7% |
| YTD | +0.5% | +19.1% | -18.6% | -5.8% |
| 1Y | -8.8% | +30.8% | -39.5% | -16.9% |
| 3Y | +18.6% | +141.6% | -123.1% | -12.2% |
| 5Y | -62.2% | +48.3% | -110.5% | -68.2% |
| 10Y | +32.2% | +215.9% | -183.7% | -18.1% |
| All | +52.1% | +306.6% | -254.5% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling