+153.5%
FDX vs ITOT
+287.5%
-134.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +5.2% | +2.5% | +2.7% | +2.5% |
| 30D | +11.3% | -1.7% | +13.0% | +13.2% |
| 3M | -4.1% | -3.4% | -0.8% | -0.8% |
| 6M | +9.6% | +2.1% | +7.5% | +6.9% |
| YTD | +40.9% | +11.5% | +29.4% | +25.1% |
| 1Y | +53.0% | +13.6% | +39.4% | +33.1% |
| 3Y | +74.1% | +77.2% | -3.1% | -6.6% |
| 5Y | +75.1% | +64.4% | +10.7% | +1.9% |
| All | +153.5% | +287.5% | -134.0% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling