+1,968.5%
FICO vs ITOT
+871.0%
+1,097.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +9.4% | -3.4% | +12.9% | +13.3% |
| 3M | -30.4% | -3.1% | -27.3% | -28.2% |
| 6M | -35.1% | +2.2% | -37.3% | -37.9% |
| YTD | -56.8% | +11.0% | -67.8% | -62.7% |
| 1Y | -58.4% | +11.4% | -69.8% | -64.2% |
| 3Y | -26.7% | +76.4% | -103.0% | -64.2% |
| 5Y | +88.0% | +65.1% | +22.9% | -0.1% |
| 10Y | +545.7% | +287.4% | +258.4% | +28.5% |
| All | +1,968.5% | +871.0% | +1,097.5% | +46.6% |
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