-46.3%
ALB vs ITOT
+71.8%
-118.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.0% |
| 7D | -7.6% | -2.0% | -5.6% | -4.5% |
| 30D | -5.6% | -2.0% | -3.7% | -2.7% |
| 3M | -16.8% | +4.5% | -21.4% | -22.7% |
| 6M | -26.3% | +12.6% | -39.0% | -39.2% |
| YTD | -13.2% | +12.0% | -25.2% | -27.5% |
| 1Y | +68.8% | +17.3% | +51.5% | +31.8% |
| 3Y | -30.7% | +75.2% | -105.9% | -69.9% |
| 5Y | -46.3% | +74.0% | -120.3% | -74.9% |
| All | -46.3% | +71.8% | -118.1% | -74.9% |
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