+2,900.6%
FITB vs RGEN
+1,577.9%
+1,322.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | +2.8% | -3.3% | +6.0% | +2.9% |
| 30D | +9.8% | -5.8% | +15.6% | +10.1% |
| 3M | -5.2% | +0.2% | -5.3% | -5.3% |
| 6M | +17.3% | +56.8% | -39.4% | +14.3% |
| YTD | +19.3% | +2.4% | +16.9% | +18.7% |
| 1Y | +32.7% | +11.4% | +21.3% | +31.4% |
| 3Y | +141.6% | +15.2% | +126.4% | +136.9% |
| 5Y | +48.9% | -35.1% | +83.9% | +48.4% |
| 10Y | +216.5% | +419.6% | -203.1% | +185.6% |
| All | +2,900.6% | +1,577.9% | +1,322.7% | +2,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling