+47.7%
FE vs ITOT
+77.4%
-29.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.6% | +0.7% | 0.0% | +0.6% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +2.6% | +3.9% | -1.3% | +2.1% |
| 6M | -6.8% | +14.7% | -21.5% | -8.7% |
| YTD | +6.9% | +13.3% | -6.5% | +4.9% |
| 1Y | +11.6% | +19.1% | -7.6% | +8.5% |
| 3Y | +47.7% | +77.3% | -29.6% | +18.0% |
| All | +47.7% | +77.4% | -29.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling