+13.5%
JPM vs FITB
+12.4%
+1.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +3.4% | +7.3% | -3.9% | 0.0% |
| 3M | -5.7% | -6.3% | +0.7% | -2.2% |
| 6M | +13.5% | +12.6% | +1.0% | +5.8% |
| All | +13.5% | +12.4% | +1.1% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling