+0.7%
FPS vs ITOT
+11.9%
-11.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -3.6% |
| 7D | -4.6% | -2.0% | -2.5% | +2.4% |
| 30D | -22.6% | -2.0% | -20.6% | -17.1% |
| 3M | -45.1% | +4.5% | -49.7% | -51.9% |
| 6M | -17.8% | +12.6% | -30.5% | -36.8% |
| All | +0.7% | +11.9% | -11.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling