+2,896.1%
FITB vs GEN
+8,838.9%
-5,942.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -4.7% | +10.1% | -14.9% | -6.3% |
| 3M | +6.7% | +16.1% | -9.4% | +3.9% |
| 6M | +12.6% | +38.9% | -26.3% | +6.0% |
| YTD | +19.1% | +14.4% | +4.7% | +15.6% |
| 1Y | +22.6% | +5.9% | +16.8% | +20.5% |
| 3Y | +127.1% | +58.8% | +68.3% | +108.4% |
| 5Y | +71.8% | +24.7% | +47.1% | +62.5% |
| 10Y | +287.2% | +163.1% | +124.1% | +217.4% |
| All | +2,896.1% | +8,838.9% | -5,942.8% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling