+81.1%
FDX vs ITOT
+20.8%
+60.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | 0.0% | +3.8% | +3.8% |
| 3M | -1.3% | +2.0% | -3.3% | -3.2% |
| 6M | +5.0% | +13.0% | -8.0% | -6.0% |
| YTD | +39.6% | +14.0% | +25.7% | +24.1% |
| 1Y | +81.1% | +19.9% | +61.2% | +61.5% |
| All | +81.1% | +20.8% | +60.3% | +61.5% |
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 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