+54.3%
JD vs FITB
+306.7%
-252.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -13.2% | -4.7% | -8.4% | -12.0% |
| 3M | -3.2% | +6.7% | -9.9% | -5.3% |
| 6M | +15.2% | +12.6% | +2.7% | +10.4% |
| YTD | +2.0% | +19.1% | -17.1% | -4.2% |
| 1Y | -5.4% | +22.6% | -28.0% | -12.1% |
| 3Y | -9.1% | +127.1% | -136.2% | -31.4% |
| 5Y | -59.6% | +71.8% | -131.4% | -67.2% |
| 10Y | +26.2% | +287.2% | -260.9% | -29.7% |
| All | +54.3% | +306.7% | -252.4% | -16.9% |
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