+236.8%
FE vs ITOT
+878.9%
-642.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -2.4% |
| 30D | +3.9% | -2.5% | +6.3% | +5.3% |
| 3M | -0.1% | -2.3% | +2.2% | +1.1% |
| 6M | +6.1% | +3.0% | +3.0% | +3.4% |
| YTD | +8.1% | +11.9% | -3.9% | -0.6% |
| 1Y | +4.4% | +12.0% | -7.6% | -4.1% |
| 3Y | +49.0% | +77.8% | -28.8% | -2.6% |
| 5Y | +46.1% | +65.0% | -18.9% | -1.3% |
| 10Y | +122.6% | +290.1% | -167.5% | -21.0% |
| All | +236.8% | +878.9% | -642.1% | -39.9% |
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