+619.0%
FDX vs ITOT
+896.7%
-277.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.2% |
| 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% | -3.4% |
| 6M | +5.0% | +13.0% | -8.0% | -7.9% |
| YTD | +39.6% | +14.0% | +25.7% | +21.2% |
| 1Y | +81.1% | +19.9% | +61.2% | +48.7% |
| 3Y | +63.0% | +75.8% | -12.8% | -11.8% |
| 5Y | +65.6% | +73.8% | -8.2% | -9.8% |
| 10Y | +183.4% | +295.9% | -112.5% | -35.9% |
| All | +619.0% | +896.7% | -277.7% | -42.3% |
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 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