+2,539.2%
FICO vs ITOT
+896.7%
+1,642.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.3% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | 0.0% | -14.6% | -14.4% |
| 3M | -20.1% | +2.0% | -22.0% | -22.7% |
| 6M | -36.3% | +13.0% | -49.4% | -45.8% |
| YTD | -44.9% | +14.0% | -58.8% | -53.5% |
| 1Y | -38.6% | +19.9% | -58.5% | -51.5% |
| 3Y | +4.0% | +75.8% | -71.8% | -48.6% |
| 5Y | +99.5% | +73.8% | +25.7% | +0.3% |
| 10Y | +604.7% | +295.9% | +308.8% | +37.7% |
| All | +2,539.2% | +896.7% | +1,642.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling