-38.6%
FICO vs ITOT
+20.8%
-59.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.5% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | 0.0% | -14.6% | -14.5% |
| 3M | -20.1% | +2.0% | -22.0% | -20.0% |
| 6M | -36.3% | +13.0% | -49.4% | -41.3% |
| YTD | -44.9% | +14.0% | -58.8% | -49.2% |
| 1Y | -38.6% | +19.9% | -58.5% | -44.8% |
| All | -38.6% | +20.8% | -59.4% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling