-80.3%
FIG vs ITOT
+21.4%
-101.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.0% |
| 7D | -16.4% | +0.7% | -17.0% | -17.0% |
| 30D | -2.3% | -1.1% | -1.2% | -1.0% |
| 3M | +7.8% | +3.9% | +3.9% | +2.8% |
| 6M | -21.8% | +14.7% | -36.6% | -36.5% |
| YTD | -39.1% | +13.3% | -52.5% | -49.2% |
| 1Y | -56.6% | +19.1% | -75.8% | -64.2% |
| All | -80.3% | +21.4% | -101.7% | -83.1% |
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 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