-24.1%
FICO vs ITOT
+74.2%
-98.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -0.9% | -2.7% | +1.7% | +1.0% |
| 30D | +3.3% | -5.2% | +8.5% | +7.6% |
| 3M | -31.7% | -4.4% | -27.3% | -29.3% |
| 6M | -34.0% | +0.4% | -34.4% | -35.2% |
| YTD | -58.3% | +8.8% | -67.1% | -62.4% |
| 1Y | -57.9% | +11.0% | -69.0% | -62.8% |
| 3Y | -24.1% | +74.4% | -98.5% | -57.4% |
| All | -24.1% | +74.2% | -98.2% | -57.4% |
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 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