+34.0%
FANG vs ITOT
+9.8%
+24.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -3.9% |
| 7D | -13.0% | -4.8% | -8.2% | -15.0% |
| 30D | -2.9% | -5.9% | +3.0% | -5.6% |
| 3M | -3.0% | -4.9% | +1.9% | -5.2% |
| 6M | -11.9% | +1.4% | -13.4% | -10.7% |
| YTD | +21.5% | +8.4% | +13.1% | +27.2% |
| 1Y | +34.0% | +9.3% | +24.6% | +40.3% |
| All | +34.0% | +9.8% | +24.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling