+1,054.4%
ALB vs ITOT
+896.7%
+157.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | +6.3% | 0.0% | +6.2% | +6.2% |
| 3M | -23.6% | +2.0% | -25.5% | -25.6% |
| 6M | -24.6% | +13.0% | -37.7% | -36.3% |
| YTD | -10.3% | +14.0% | -24.2% | -24.7% |
| 1Y | +61.5% | +19.9% | +41.6% | +27.0% |
| 3Y | -34.0% | +75.8% | -109.8% | -67.5% |
| 5Y | -44.6% | +73.8% | -118.4% | -71.5% |
| 10Y | +76.1% | +295.9% | -219.8% | -68.3% |
| All | +1,054.4% | +896.7% | +157.7% | -36.5% |
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