+1,853.1%
FTI vs ITOT
+885.8%
+967.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | -2.3% | -0.4% | -2.0% | -1.9% |
| 30D | +5.0% | -1.6% | +6.6% | +7.2% |
| 3M | +13.8% | +3.5% | +10.3% | +7.9% |
| 6M | +22.9% | +13.1% | +9.8% | +2.7% |
| YTD | +75.0% | +12.7% | +62.3% | +47.0% |
| 1Y | +96.9% | +18.3% | +78.6% | +54.3% |
| 3Y | +276.7% | +76.4% | +200.3% | +72.0% |
| 5Y | +1,157.0% | +73.8% | +1,083.3% | +475.3% |
| 10Y | +310.7% | +301.2% | +9.5% | -36.8% |
| All | +1,853.1% | +885.8% | +967.3% | -0.1% |
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