+235.4%
FE vs ITOT
+896.7%
-661.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +3.5% | +2.0% | +1.5% | +1.9% |
| 6M | -6.1% | +13.0% | -19.1% | -13.8% |
| YTD | +7.6% | +14.0% | -6.4% | -1.9% |
| 1Y | +11.9% | +19.9% | -8.0% | -1.6% |
| 3Y | +48.4% | +75.8% | -27.4% | -2.0% |
| 5Y | +44.8% | +73.8% | -29.1% | -5.6% |
| 10Y | +115.9% | +295.9% | -180.0% | -23.9% |
| All | +235.4% | +896.7% | -661.3% | -40.6% |
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