+284.0%
FITB vs RGEN
+415.7%
-131.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.3% | -1.4% | +1.2% | 0.0% |
| 30D | -5.7% | -0.3% | -5.4% | -5.8% |
| 3M | +3.2% | +23.9% | -20.7% | -1.1% |
| 6M | +23.4% | +38.5% | -15.1% | +15.5% |
| YTD | +18.8% | +0.8% | +18.0% | +17.3% |
| 1Y | +25.0% | +38.2% | -13.2% | +16.3% |
| 3Y | +131.2% | +1.3% | +129.9% | +119.4% |
| 5Y | +70.7% | -44.0% | +114.7% | +69.5% |
| All | +284.0% | +415.7% | -131.7% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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