+10,742.2%
JPM vs FITB
+2,827.5%
+7,914.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -5.7% | -6.3% | +0.7% | -2.7% |
| 6M | +13.5% | +12.6% | +1.0% | +6.9% |
| YTD | +8.4% | +18.0% | -9.5% | -0.6% |
| 1Y | +9.1% | +28.9% | -19.8% | -4.3% |
| 3Y | +149.5% | +139.4% | +10.1% | +59.6% |
| 5Y | +132.6% | +47.2% | +85.4% | +82.4% |
| 10Y | +480.0% | +213.0% | +267.0% | +202.7% |
| All | +10,742.2% | +2,827.5% | +7,914.7% | +1,300.8% |
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 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