+71.1%
FITB vs GEN
+22.3%
+48.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.3% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | -4.5% | +2.6% | -7.2% | -5.5% |
| 3M | +5.7% | +15.8% | -10.1% | 0.0% |
| 6M | +17.1% | +33.1% | -16.0% | +4.4% |
| YTD | +18.3% | +11.3% | +7.0% | +12.7% |
| 1Y | +23.9% | +1.7% | +22.2% | +22.4% |
| 3Y | +131.1% | +58.1% | +73.0% | +88.2% |
| 5Y | +71.1% | +20.6% | +50.5% | +51.8% |
| All | +71.1% | +22.3% | +48.8% | +51.8% |
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