+44.7%
FITB vs GEN
+32.5%
+12.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | 0.0% |
| 7D | -1.5% | +2.3% | -3.8% | -2.2% |
| 30D | +5.8% | +33.1% | -27.2% | -3.5% |
| 3M | -6.1% | +6.5% | -12.6% | -8.8% |
| 6M | +5.9% | +53.8% | -47.9% | -10.8% |
| YTD | +16.1% | +11.2% | +4.9% | +10.0% |
| 1Y | +28.8% | +19.4% | +9.4% | +18.6% |
| 3Y | +126.0% | +81.0% | +45.0% | +74.4% |
| All | +44.7% | +32.5% | +12.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling