+224.4%
FITB vs GEN
+151.0%
+73.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +7.0% | +29.1% | -22.1% | -0.3% |
| 3M | -4.4% | +2.9% | -7.3% | -5.9% |
| 6M | +11.6% | +33.6% | -22.1% | +1.5% |
| YTD | +18.6% | +12.0% | +6.6% | +12.6% |
| 1Y | +29.8% | +16.2% | +13.7% | +21.9% |
| 3Y | +140.7% | +65.1% | +75.6% | +103.8% |
| 5Y | +48.6% | +33.3% | +15.3% | +30.1% |
| 10Y | +224.4% | +149.7% | +74.7% | +139.9% |
| All | +224.4% | +151.0% | +73.4% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling