+541.4%
FICO vs ITOT
+287.5%
+253.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +2.2% | +2.5% | -0.3% | -0.8% |
| 30D | +0.1% | -1.7% | +1.8% | +1.5% |
| 3M | -35.2% | -3.4% | -31.8% | -32.8% |
| 6M | -32.4% | +2.1% | -34.5% | -35.2% |
| YTD | -57.4% | +11.5% | -68.9% | -63.6% |
| 1Y | -58.5% | +13.6% | -72.2% | -65.4% |
| 3Y | -28.9% | +77.2% | -106.1% | -66.7% |
| 5Y | +91.7% | +64.4% | +27.3% | -1.0% |
| All | +541.4% | +287.5% | +253.9% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling