+110.5%
FE vs ITOT
+300.1%
-189.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -1.7% | -2.0% | +0.4% | -0.6% |
| 30D | -1.3% | -2.0% | +0.7% | -0.2% |
| 3M | +0.6% | +4.5% | -3.9% | -2.0% |
| 6M | -6.8% | +12.6% | -19.5% | -13.3% |
| YTD | +6.4% | +12.0% | -5.6% | -0.8% |
| 1Y | +11.3% | +17.3% | -6.0% | +0.8% |
| 3Y | +47.1% | +75.2% | -28.2% | +1.0% |
| 5Y | +50.4% | +74.0% | -23.6% | +2.0% |
| All | +110.5% | +300.1% | -189.6% | -18.0% |
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