+585.7%
JPM vs FITB
+288.7%
+297.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | -2.3% | -1.0% | -1.4% | -1.8% |
| 30D | -2.3% | -5.5% | +3.2% | +0.9% |
| 3M | +14.9% | +4.1% | +10.8% | +11.9% |
| 6M | +23.6% | +18.7% | +4.9% | +11.2% |
| YTD | +11.3% | +18.2% | -6.9% | -0.1% |
| 1Y | +19.9% | +23.7% | -3.8% | +4.3% |
| 3Y | +162.6% | +130.8% | +31.8% | +53.5% |
| 5Y | +154.6% | +69.8% | +84.8% | +71.8% |
| All | +585.7% | +288.7% | +297.0% | +155.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling