+1,301.2%
FERG vs ITOT
+770.1%
+531.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -11.8% | -2.0% | -9.9% | -11.1% |
| 3M | -1.2% | +4.5% | -5.8% | -2.8% |
| 6M | -2.3% | +12.6% | -15.0% | -6.5% |
| YTD | +0.8% | +12.0% | -11.2% | -3.2% |
| 1Y | +0.5% | +17.3% | -16.8% | -5.0% |
| 3Y | +51.4% | +75.2% | -23.9% | +26.8% |
| 5Y | +67.5% | +74.0% | -6.5% | +39.1% |
| 10Y | +348.1% | +298.6% | +49.5% | +246.0% |
| All | +1,301.2% | +770.1% | +531.2% | +990.0% |
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 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