-16.3%
A vs ITOT
+71.8%
-88.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -4.6% | -2.0% | -2.5% | -2.5% |
| 30D | -4.3% | -2.0% | -2.3% | -2.3% |
| 3M | +8.9% | +4.5% | +4.4% | +3.9% |
| 6M | +24.5% | +12.6% | +11.9% | +10.1% |
| YTD | +5.8% | +12.0% | -6.2% | -5.9% |
| 1Y | +16.2% | +17.3% | -1.0% | -1.4% |
| 3Y | +28.5% | +75.2% | -46.8% | -28.0% |
| 5Y | -16.3% | +74.0% | -90.3% | -53.1% |
| All | -16.3% | +71.8% | -88.2% | -53.1% |
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 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