+94.9%
FFIV vs ITOT
+77.6%
+17.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -0.5% | +2.5% | -3.0% | -3.1% |
| 30D | -32.4% | -1.7% | -30.7% | -31.1% |
| 3M | -25.7% | -3.4% | -22.3% | -22.8% |
| 6M | -13.5% | +2.1% | -15.6% | -15.1% |
| YTD | +21.1% | +11.5% | +9.6% | +8.6% |
| 1Y | +29.4% | +13.6% | +15.8% | +13.8% |
| 3Y | +94.9% | +77.2% | +17.7% | +6.2% |
| All | +94.9% | +77.6% | +17.3% | +6.2% |
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