+62.9%
FDX vs ITOT
+73.3%
-10.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.1% |
| 7D | -2.3% | -0.4% | -2.0% | -1.9% |
| 30D | -4.9% | -1.6% | -3.3% | -3.4% |
| 3M | -6.5% | +3.5% | -10.0% | -9.5% |
| 6M | +6.7% | +13.1% | -6.5% | -5.2% |
| YTD | +33.9% | +12.7% | +21.2% | +19.3% |
| 1Y | +72.2% | +18.3% | +53.9% | +46.4% |
| 3Y | +60.2% | +76.4% | -16.2% | -7.4% |
| 5Y | +62.9% | +73.8% | -10.8% | -6.3% |
| All | +62.9% | +73.3% | -10.4% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling