+384.5%
ALAB vs ITOT
+51.1%
+333.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +5.5% |
| 7D | +9.6% | -0.4% | +10.0% | +10.7% |
| 30D | -5.3% | -1.6% | -3.7% | -0.9% |
| 3M | -12.0% | +3.5% | -15.6% | -17.2% |
| 6M | +145.7% | +13.1% | +132.6% | +87.9% |
| YTD | +80.7% | +12.7% | +67.9% | +40.6% |
| 1Y | +40.1% | +18.3% | +21.8% | -1.4% |
| All | +384.5% | +51.1% | +333.4% | +106.2% |
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