+780.3%
ALB vs ITOT
+883.6%
-103.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.7% |
| 7D | +1.1% | -0.8% | +1.8% | +1.5% |
| 30D | -2.6% | -2.0% | -0.5% | -0.3% |
| 3M | -25.6% | -1.5% | -24.0% | -24.3% |
| 6M | -54.0% | +3.3% | -57.3% | -56.2% |
| YTD | -31.6% | +12.5% | -44.0% | -41.8% |
| 1Y | -6.6% | +12.6% | -19.2% | -20.6% |
| 3Y | -14.0% | +78.6% | -92.6% | -58.9% |
| 5Y | -62.5% | +67.0% | -129.5% | -79.8% |
| 10Y | +36.3% | +292.0% | -255.7% | -75.3% |
| All | +780.3% | +883.6% | -103.3% | -50.9% |
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 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