+10,848.8%
JPM vs FITB
+2,860.1%
+7,988.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +3.5% | +2.8% | +0.7% | +2.1% |
| 30D | +3.3% | +9.8% | -6.5% | -1.4% |
| 3M | -4.2% | -5.2% | +1.0% | -1.8% |
| 6M | +16.4% | +17.3% | -0.9% | +7.4% |
| YTD | +9.5% | +19.3% | -9.8% | -0.2% |
| 1Y | +14.0% | +32.7% | -18.7% | -1.4% |
| 3Y | +153.1% | +141.6% | +11.5% | +61.2% |
| 5Y | +134.9% | +48.9% | +86.0% | +83.2% |
| 10Y | +485.7% | +216.5% | +269.2% | +204.0% |
| All | +10,848.8% | +2,860.1% | +7,988.7% | +1,307.0% |
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