+177.0%
FDX vs ITOT
+300.1%
-123.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.5% |
| 7D | -3.9% | -2.0% | -1.8% | -1.7% |
| 30D | -3.3% | -2.0% | -1.3% | -1.2% |
| 3M | -2.0% | +4.5% | -6.5% | -6.5% |
| 6M | +8.0% | +12.6% | -4.6% | -4.8% |
| YTD | +35.0% | +12.0% | +23.0% | +19.6% |
| 1Y | +73.7% | +17.3% | +56.4% | +46.3% |
| 3Y | +61.6% | +75.2% | -13.7% | -12.1% |
| 5Y | +65.4% | +74.0% | -8.6% | -9.6% |
| All | +177.0% | +300.1% | -123.1% | -38.5% |
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 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