+270.5%
FTI vs ITOT
+75.8%
+194.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | -4.4% | -0.9% | -3.5% | -3.5% |
| 30D | +1.5% | -1.5% | +2.9% | +3.0% |
| 3M | +8.2% | +3.6% | +4.6% | +4.0% |
| 6M | +18.8% | +13.7% | +5.1% | +2.9% |
| YTD | +71.7% | +12.9% | +58.7% | +49.8% |
| 1Y | +90.0% | +17.2% | +72.9% | +58.4% |
| 3Y | +270.5% | +75.6% | +194.9% | +131.0% |
| All | +270.5% | +75.8% | +194.7% | +131.0% |
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