+2,895.1%
FITB vs RGEN
+1,626.2%
+1,268.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | +7.0% | +0.1% | +7.0% | +7.0% |
| 3M | -4.8% | +4.8% | -9.5% | -5.1% |
| 6M | +13.5% | +48.9% | -35.4% | +10.9% |
| YTD | +19.1% | +5.3% | +13.7% | +18.3% |
| 1Y | +30.8% | +12.5% | +18.3% | +29.4% |
| 3Y | +141.6% | +17.0% | +124.6% | +136.8% |
| 5Y | +48.3% | -35.4% | +83.6% | +47.8% |
| 10Y | +215.9% | +434.6% | -218.7% | +184.7% |
| All | +2,895.1% | +1,626.2% | +1,268.9% | +2,237.7% |
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