+622.1%
FDX vs ITOT
+883.6%
-261.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.4% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | +10.4% | -2.0% | +12.4% | +12.7% |
| 3M | +0.5% | -1.5% | +2.0% | +1.9% |
| 6M | +6.5% | +3.3% | +3.2% | +2.5% |
| YTD | +40.2% | +12.5% | +27.8% | +23.2% |
| 1Y | +52.1% | +12.6% | +39.5% | +33.4% |
| 3Y | +72.8% | +78.6% | -5.8% | -8.3% |
| 5Y | +76.3% | +67.0% | +9.3% | +0.2% |
| 10Y | +155.7% | +292.0% | -136.2% | -41.6% |
| All | +622.1% | +883.6% | -261.5% | -41.4% |
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 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