+1,440.5%
FANG vs ITOT
+554.5%
+886.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | +2.9% | -0.9% | +3.8% | +4.0% |
| 30D | +2.6% | -1.5% | +4.1% | +4.3% |
| 3M | +7.6% | +3.6% | +4.0% | +2.1% |
| 6M | +17.3% | +13.7% | +3.6% | -2.2% |
| YTD | +38.7% | +12.9% | +25.7% | +16.2% |
| 1Y | +51.6% | +17.2% | +34.5% | +20.7% |
| 3Y | +50.0% | +75.6% | -25.7% | -30.4% |
| 5Y | +237.6% | +75.5% | +162.1% | +53.0% |
| 10Y | +180.7% | +302.0% | -121.3% | -55.5% |
| All | +1,440.5% | +554.5% | +886.0% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling