+665.4%
FICO vs ITOT
+293.9%
+371.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +6.0% |
| 7D | -10.6% | -0.4% | -10.2% | -10.1% |
| 30D | -6.3% | -1.6% | -4.8% | -4.4% |
| 3M | -19.7% | +3.5% | -23.3% | -23.9% |
| 6M | -31.8% | +13.1% | -44.9% | -42.3% |
| YTD | -41.8% | +12.7% | -54.6% | -50.6% |
| 1Y | -36.4% | +18.3% | -54.7% | -49.3% |
| 3Y | +9.3% | +76.4% | -67.1% | -48.2% |
| 5Y | +113.0% | +73.8% | +39.2% | +2.9% |
| 10Y | +665.4% | +301.2% | +364.2% | +22.4% |
| All | +665.4% | +293.9% | +371.6% | +22.4% |
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